+328.8%
TER vs INSM
-21.1%
+349.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | +0.6% | +6.5% | -5.9% | +0.1% |
| 30D | -8.3% | +27.5% | -35.8% | -10.4% |
| 3M | -12.2% | +20.4% | -32.6% | -13.9% |
| 6M | +17.1% | -15.7% | +32.8% | +17.7% |
| YTD | +84.7% | -27.4% | +112.1% | +87.5% |
| 1Y | +199.9% | -11.4% | +211.3% | +199.2% |
| 3Y | +232.8% | +457.8% | -225.1% | +176.9% |
| 5Y | +198.6% | +343.0% | -144.4% | +150.4% |
| 10Y | +1,669.7% | +848.1% | +821.6% | +1,230.3% |
| All | +328.8% | -21.1% | +349.9% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling