+8,398.6%
TPR vs INSM
-25.3%
+8,423.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 3M | -17.7% | -13.7% | -4.0% | -17.0% |
| 6M | -10.2% | -16.5% | +6.4% | -9.6% |
| YTD | +4.9% | -34.3% | +39.2% | +6.9% |
| 1Y | +36.1% | -38.4% | +74.5% | +39.1% |
| 3Y | +416.5% | +379.9% | +36.6% | +347.0% |
| 5Y | +254.8% | +242.2% | +12.5% | +210.1% |
| 10Y | +391.7% | +920.6% | -528.9% | +289.3% |
| All | +8,398.6% | -25.3% | +8,423.9% | +7,576.6% |
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