-21.2%
TMUS vs INSM
-40.6%
+19.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +3.0% |
| 7D | +7.5% | +13.4% | -5.9% | +7.3% |
| 30D | -3.3% | +5.9% | -9.3% | -3.5% |
| 3M | -9.7% | +11.4% | -21.1% | -10.1% |
| 6M | -17.2% | -21.4% | +4.2% | -18.0% |
| YTD | -20.3% | -36.8% | +16.5% | -21.0% |
| 1Y | -21.2% | -39.8% | +18.6% | -20.7% |
| All | -21.2% | -40.6% | +19.4% | -20.7% |
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