+216.8%
TER vs INSM
-26.2%
+243.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | +24.0% | +8.6% | +15.4% | +23.2% |
| 30D | -30.6% | +22.0% | -52.6% | -31.8% |
| 3M | -34.5% | -10.7% | -23.7% | -34.1% |
| 6M | -26.4% | +1.8% | -28.1% | -26.9% |
| YTD | +36.4% | -32.2% | +68.6% | +39.0% |
| 1Y | +47.4% | -39.3% | +86.7% | +51.1% |
| 3Y | +202.6% | +397.1% | -194.6% | +154.1% |
| 5Y | +83.9% | +270.6% | -186.7% | +56.0% |
| 10Y | +1,068.0% | +717.1% | +350.9% | +786.8% |
| All | +216.8% | -26.2% | +243.0% | +89.1% |
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