+228.2%
TER vs INSM
+365.8%
-137.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.8% |
| 7D | +12.4% | +1.7% | +10.6% | +12.1% |
| 30D | +5.1% | -4.4% | +9.5% | +5.6% |
| 3M | +4.0% | +30.0% | -26.1% | +0.2% |
| 6M | +29.5% | -10.0% | +39.5% | +29.5% |
| YTD | +98.5% | -26.0% | +124.5% | +102.2% |
| 1Y | +234.1% | -12.5% | +246.6% | +232.8% |
| 3Y | +289.0% | +390.5% | -101.5% | +215.5% |
| 5Y | +228.2% | +357.7% | -129.5% | +145.5% |
| All | +228.2% | +365.8% | -137.7% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling