+3,808.8%
TMO vs INSM
-19.1%
+3,827.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +1.1% | -2.2% | +3.3% | +1.2% |
| 3M | +28.3% | +33.8% | -5.5% | +26.1% |
| 6M | +23.3% | -7.2% | +30.4% | +22.9% |
| YTD | +5.5% | -25.6% | +31.1% | +6.3% |
| 1Y | +24.5% | -11.2% | +35.8% | +24.2% |
| 3Y | +19.6% | +388.3% | -368.8% | +6.6% |
| 5Y | +8.1% | +376.6% | -368.5% | -4.6% |
| 10Y | +336.7% | +881.9% | -545.1% | +254.0% |
| All | +3,808.8% | -19.1% | +3,827.9% | +2,827.7% |
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 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