+25.4%
TMO vs INSM
-40.6%
+66.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.8% |
| 7D | +0.3% | +13.4% | -13.1% | -0.5% |
| 30D | +4.3% | +5.9% | -1.6% | +3.9% |
| 3M | +25.1% | +11.4% | +13.7% | +23.8% |
| 6M | +52.9% | -21.4% | +74.4% | +53.3% |
| YTD | +22.2% | -36.8% | +59.0% | +24.0% |
| 1Y | +25.4% | -39.8% | +65.2% | +26.7% |
| All | +25.4% | -40.6% | +66.0% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling