-37.5%
U vs INSM
+270.9%
-308.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +4.5% | +2.8% | +1.7% | +3.9% |
| 30D | -0.6% | -4.7% | +4.2% | +0.2% |
| 3M | +48.4% | +32.6% | +15.8% | +39.1% |
| 6M | +115.4% | -10.9% | +126.2% | +115.4% |
| YTD | -3.2% | -28.2% | +25.0% | +0.8% |
| 1Y | -6.0% | -14.9% | +8.8% | -6.5% |
| 3Y | +13.5% | +375.6% | -362.1% | -27.9% |
| 5Y | -68.0% | +349.1% | -417.1% | -80.6% |
| All | -37.5% | +270.9% | -308.4% | -62.0% |
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 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