+305.7%
TMUS vs INSM
+868.6%
-563.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -5.8% | +0.5% | -6.2% | -5.8% |
| 30D | -0.2% | -4.0% | +3.8% | 0.0% |
| 3M | -4.0% | +38.5% | -42.5% | -6.0% |
| 6M | -18.1% | -11.5% | -6.6% | -18.2% |
| YTD | -11.3% | -26.9% | +15.5% | -10.5% |
| 1Y | -24.7% | -12.8% | -12.0% | -25.0% |
| 3Y | +35.4% | +384.7% | -349.3% | +18.2% |
| 5Y | +42.4% | +368.8% | -326.4% | +22.4% |
| All | +305.7% | +868.6% | -563.0% | +233.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling