+9.5%
TPR vs INSM
-12.3%
+21.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.8% |
| 7D | -7.3% | +1.7% | -9.0% | -7.6% |
| 30D | -30.7% | -4.4% | -26.3% | -30.2% |
| 3M | -21.6% | +30.0% | -51.7% | -24.9% |
| 6M | -21.3% | -10.0% | -11.3% | -20.1% |
| YTD | -10.2% | -26.0% | +15.8% | -8.3% |
| 1Y | +9.5% | -12.5% | +22.0% | +4.9% |
| All | +9.5% | -12.3% | +21.8% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling