+32.4%
USB vs INSM
-36.4%
+68.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -0.5% | +9.8% | -10.3% | -0.7% |
| 30D | +5.7% | +22.5% | -16.8% | +5.2% |
| 3M | -4.7% | -8.9% | +4.2% | -4.8% |
| 6M | +13.4% | +16.2% | -2.8% | +12.8% |
| YTD | +17.0% | -30.6% | +47.6% | +18.3% |
| 1Y | +32.4% | -37.7% | +70.0% | +34.0% |
| All | +32.4% | -36.4% | +68.8% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling