+255.1%
TPR vs INSM
+249.0%
+6.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.4% |
| 7D | +14.2% | +1.6% | +12.6% | +14.0% |
| 30D | +17.1% | +12.5% | +4.6% | +15.9% |
| 3M | -17.7% | -13.7% | -4.0% | -16.9% |
| 6M | -10.2% | -16.5% | +6.4% | -9.6% |
| YTD | +4.9% | -34.3% | +39.2% | +7.0% |
| 1Y | +36.1% | -38.4% | +74.5% | +39.2% |
| 3Y | +416.5% | +379.9% | +36.6% | +352.7% |
| All | +255.1% | +249.0% | +6.1% | +221.5% |
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