+26.4%
USB vs INSM
+254.2%
-227.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.5% |
| 7D | +0.8% | +6.2% | -5.5% | +0.5% |
| 30D | +6.8% | +15.4% | -8.6% | +6.1% |
| 3M | -3.8% | -11.4% | +7.7% | -3.4% |
| 6M | +11.7% | +14.6% | -2.8% | +10.6% |
| YTD | +17.5% | -33.3% | +50.8% | +18.8% |
| 1Y | +33.8% | -38.8% | +72.6% | +35.7% |
| 3Y | +104.2% | +395.7% | -291.5% | +86.8% |
| 5Y | +26.4% | +258.9% | -232.5% | +16.5% |
| All | +26.4% | +254.2% | -227.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling