-68.5%
U vs INSM
+358.0%
-426.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.2% |
| 7D | +4.4% | +1.7% | +2.7% | +4.0% |
| 30D | -1.3% | -4.4% | +3.1% | -0.5% |
| 3M | +49.6% | +30.0% | +19.5% | +40.4% |
| 6M | +100.2% | -10.0% | +110.2% | +99.7% |
| YTD | -3.7% | -26.0% | +22.3% | -0.2% |
| 1Y | -6.5% | -12.5% | +6.0% | -7.6% |
| 3Y | +12.9% | +390.5% | -377.6% | -29.6% |
| All | -68.5% | +358.0% | -426.5% | -82.0% |
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