+306.7%
TPR vs INSM
+841.5%
-534.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.6% |
| 7D | -7.3% | +1.7% | -9.0% | -7.5% |
| 30D | -30.7% | -4.4% | -26.3% | -30.4% |
| 3M | -21.6% | +30.0% | -51.7% | -24.1% |
| 6M | -21.3% | -10.0% | -11.3% | -21.2% |
| YTD | -10.2% | -26.0% | +15.8% | -8.4% |
| 1Y | +9.5% | -12.5% | +22.0% | +9.4% |
| 3Y | +280.8% | +390.5% | -109.7% | +199.3% |
| 5Y | +218.7% | +357.7% | -139.0% | +145.3% |
| 10Y | +306.7% | +877.2% | -570.6% | +188.2% |
| All | +306.7% | +841.5% | -534.9% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling