+293.7%
TMUS vs INSM
+1,111.6%
-817.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | +4.9% | +5.9% | -1.0% | +4.4% |
| 30D | +7.7% | +23.9% | -16.2% | +5.7% |
| 3M | -6.8% | -4.1% | -2.7% | -6.7% |
| 6M | -9.7% | +2.7% | -12.4% | -10.6% |
| YTD | -15.0% | -30.4% | +15.4% | -13.6% |
| 1Y | -19.1% | -36.6% | +17.4% | -17.4% |
| 3Y | +21.4% | +406.9% | -385.5% | -1.7% |
| 5Y | +51.2% | +280.3% | -229.1% | +23.1% |
| 10Y | +240.2% | +738.5% | -498.3% | +129.0% |
| All | +293.7% | +1,111.6% | -817.9% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling