+214.8%
TER vs INSM
-14.1%
+228.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +9.4% | +0.5% | +8.9% | +9.3% |
| 30D | -2.4% | -4.0% | +1.6% | -2.0% |
| 3M | +6.5% | +38.5% | -32.0% | +0.3% |
| 6M | +23.2% | -11.5% | +34.7% | +24.4% |
| YTD | +91.5% | -26.9% | +118.3% | +95.1% |
| 1Y | +214.8% | -12.8% | +227.6% | +208.4% |
| All | +214.8% | -14.1% | +228.9% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling