+47.4%
TER vs INSM
-38.7%
+86.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | +24.0% | +8.6% | +15.4% | +23.1% |
| 30D | -30.6% | +22.0% | -52.6% | -32.1% |
| 3M | -34.5% | -10.7% | -23.7% | -33.3% |
| 6M | -26.4% | +1.8% | -28.1% | -26.4% |
| YTD | +36.4% | -32.2% | +68.6% | +37.9% |
| 1Y | +47.4% | -39.3% | +86.7% | +46.8% |
| All | +47.4% | -38.7% | +86.1% | +46.8% |
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