+79.8%
USB vs INSM
+708.7%
-628.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +1.2% | +8.6% | -7.4% | +0.7% |
| 30D | +6.3% | +22.0% | -15.7% | +4.9% |
| 3M | -6.1% | -10.7% | +4.6% | -5.6% |
| 6M | +13.0% | +1.8% | +11.2% | +12.1% |
| YTD | +16.6% | -32.2% | +48.7% | +18.2% |
| 1Y | +31.1% | -39.3% | +70.4% | +33.8% |
| 3Y | +100.9% | +397.1% | -296.2% | +72.2% |
| 5Y | +24.5% | +270.6% | -246.1% | +7.2% |
| All | +79.8% | +708.7% | -628.9% | +49.3% |
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