+41.9%
TMUS vs INSM
+365.8%
-323.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.5% |
| 7D | -5.3% | +1.7% | -7.0% | -5.4% |
| 30D | +0.1% | -4.4% | +4.5% | +0.2% |
| 3M | -0.6% | +30.0% | -30.7% | -1.8% |
| 6M | -17.5% | -10.0% | -7.5% | -17.7% |
| YTD | -11.3% | -26.0% | +14.7% | -10.7% |
| 1Y | -25.4% | -12.5% | -12.9% | -25.6% |
| 3Y | +35.5% | +390.5% | -355.0% | +23.7% |
| 5Y | +41.9% | +357.7% | -315.8% | +23.9% |
| All | +41.9% | +365.8% | -323.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling