+92.5%
USB vs INSM
+336.8%
-244.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | -1.5% | -2.5% | +1.1% | -1.4% |
| 30D | +4.3% | +3.4% | +0.9% | +4.2% |
| 3M | -6.1% | +9.8% | -15.9% | -6.3% |
| 6M | +9.4% | -22.0% | +31.4% | +9.7% |
| YTD | +15.2% | -37.5% | +52.7% | +15.8% |
| 1Y | +32.8% | -41.8% | +74.6% | +33.6% |
| All | +92.5% | +336.8% | -244.3% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling