-26.5%
TMUS vs INSM
-11.6%
-14.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.5% |
| 7D | +0.1% | +6.5% | -6.5% | +0.1% |
| 30D | +5.3% | +27.5% | -22.3% | +5.0% |
| 3M | +3.1% | +20.4% | -17.2% | +2.7% |
| 6M | -16.5% | -15.7% | -0.7% | -17.5% |
| YTD | -9.2% | -27.4% | +18.3% | -10.7% |
| 1Y | -26.5% | -11.4% | -15.1% | -26.4% |
| All | -26.5% | -11.6% | -14.9% | -26.4% |
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