-22.7%
U vs INSM
+259.8%
-282.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.7% |
| 7D | +2.6% | +5.9% | -3.3% | +1.4% |
| 30D | +27.6% | +23.9% | +3.7% | +21.8% |
| 3M | +15.3% | -4.1% | +19.4% | +15.4% |
| 6M | +96.4% | +2.7% | +93.7% | +92.0% |
| YTD | +19.6% | -30.4% | +49.9% | +24.4% |
| 1Y | +42.1% | -36.6% | +78.7% | +49.9% |
| 3Y | +87.5% | +406.9% | -319.4% | +13.8% |
| 5Y | -73.1% | +280.3% | -353.4% | -83.4% |
| All | -22.7% | +259.8% | -282.6% | -53.1% |
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