+11.9%
U vs INSM
+390.5%
-378.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | +4.4% | +1.7% | +2.7% | +4.2% |
| 30D | -1.3% | -4.4% | +3.1% | -1.0% |
| 3M | +49.6% | +30.0% | +19.5% | +46.1% |
| 6M | +100.2% | -10.0% | +110.2% | +99.3% |
| YTD | -3.7% | -26.0% | +22.3% | -3.0% |
| 1Y | -6.5% | -12.5% | +6.0% | -7.1% |
| All | +11.9% | +390.5% | -378.6% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling