+89.2%
USB vs INSM
+803.5%
-714.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.4% |
| 7D | +0.8% | +6.2% | -5.5% | +0.4% |
| 30D | +6.8% | +15.4% | -8.6% | +5.7% |
| 3M | -3.8% | -11.4% | +7.7% | -3.2% |
| 6M | +11.7% | +14.6% | -2.8% | +10.0% |
| YTD | +17.5% | -33.3% | +50.8% | +19.3% |
| 1Y | +33.8% | -38.8% | +72.6% | +36.4% |
| 3Y | +104.2% | +395.7% | -291.5% | +74.9% |
| 5Y | +26.4% | +258.9% | -232.5% | +9.0% |
| 10Y | +89.2% | +754.3% | -665.1% | +55.9% |
| All | +89.2% | +803.5% | -714.3% | +55.9% |
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