+320.5%
TMUS vs INSM
+1,162.9%
-842.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | +0.1% | +6.5% | -6.5% | -0.4% |
| 30D | +5.3% | +27.5% | -22.3% | +2.8% |
| 3M | +3.1% | +20.4% | -17.2% | +1.0% |
| 6M | -16.5% | -15.7% | -0.7% | -16.2% |
| YTD | -9.2% | -27.4% | +18.3% | -7.9% |
| 1Y | -26.5% | -11.4% | -15.1% | -27.0% |
| 3Y | +39.0% | +457.8% | -418.8% | +11.6% |
| 5Y | +40.4% | +343.0% | -302.6% | +12.7% |
| 10Y | +303.7% | +848.1% | -544.4% | +167.9% |
| All | +320.5% | +1,162.9% | -842.4% | +129.0% |
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