+38.8%
TMUS vs INSM
+367.2%
-328.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.3% | +2.8% | -3.0% | -0.3% |
| 30D | +3.1% | -4.7% | +7.9% | +3.2% |
| 3M | +2.4% | +32.6% | -30.2% | +1.9% |
| 6M | -17.1% | -10.9% | -6.2% | -17.2% |
| YTD | -9.1% | -28.2% | +19.2% | -8.9% |
| 1Y | -23.6% | -14.9% | -8.8% | -23.7% |
| 3Y | +38.8% | +375.6% | -336.7% | +34.2% |
| All | +38.8% | +367.2% | -328.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling