+759.1%
TGT vs INSM
-20.5%
+779.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +3.0% | -4.0% | +7.0% | +3.2% |
| 3M | +22.6% | +38.5% | -15.9% | +20.9% |
| 6M | +31.2% | -11.5% | +42.7% | +31.2% |
| YTD | +63.7% | -26.9% | +90.6% | +64.7% |
| 1Y | +78.5% | -12.8% | +91.3% | +78.2% |
| 3Y | +40.5% | +384.7% | -344.2% | +29.6% |
| 5Y | -25.6% | +368.8% | -394.4% | -31.8% |
| 10Y | +204.7% | +865.7% | -661.0% | +165.1% |
| All | +759.1% | -20.5% | +779.5% | +550.3% |
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