+419.8%
TXN vs INSM
+884.9%
-465.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +4.0% | +2.5% | +1.5% | +3.8% |
| 30D | -2.9% | -2.2% | -0.7% | -2.7% |
| 3M | -9.1% | +33.8% | -42.9% | -11.6% |
| 6M | +36.6% | -7.2% | +43.8% | +36.1% |
| YTD | +57.5% | -25.6% | +83.1% | +59.5% |
| 1Y | +49.5% | -11.2% | +60.8% | +48.7% |
| 3Y | +76.5% | +388.3% | -311.8% | +46.4% |
| 5Y | +62.4% | +376.6% | -314.3% | +31.9% |
| All | +419.8% | +884.9% | -465.1% | +304.3% |
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