+43.1%
TJX vs INSM
+392.8%
-349.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -17.2% | -2.2% | -15.0% | -17.1% |
| 3M | -24.9% | +33.8% | -58.7% | -25.2% |
| 6M | -19.7% | -7.2% | -12.5% | -19.7% |
| YTD | -17.2% | -25.6% | +8.4% | -17.1% |
| 1Y | -9.4% | -11.2% | +1.8% | -9.5% |
| 3Y | +43.1% | +388.3% | -345.3% | +44.2% |
| All | +43.1% | +392.8% | -349.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling