+239.1%
TPR vs INSM
+342.6%
-103.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.6% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | -27.3% | -4.7% | -22.6% | -27.0% |
| 3M | -16.2% | +32.6% | -48.9% | -18.2% |
| 6M | -17.9% | -10.9% | -7.0% | -17.7% |
| YTD | -7.1% | -28.2% | +21.1% | -5.7% |
| 1Y | +13.6% | -14.9% | +28.5% | +13.8% |
| 3Y | +293.7% | +375.6% | -81.8% | +249.8% |
| 5Y | +239.1% | +349.1% | -110.0% | +183.4% |
| All | +239.1% | +342.6% | -103.5% | +183.4% |
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