+445.0%
USB vs INSM
-32.0%
+477.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -1.5% | -2.5% | +1.1% | -1.4% |
| 30D | +4.3% | +3.4% | +0.9% | +4.1% |
| 3M | -6.1% | +9.8% | -15.9% | -6.9% |
| 6M | +9.4% | -22.0% | +31.4% | +10.0% |
| YTD | +15.2% | -37.5% | +52.7% | +16.9% |
| 1Y | +32.8% | -41.8% | +74.6% | +35.1% |
| 3Y | +91.3% | +337.7% | -246.4% | +71.1% |
| 5Y | +22.7% | +225.3% | -202.7% | +10.2% |
| 10Y | +97.0% | +870.2% | -773.2% | +61.0% |
| All | +445.0% | -32.0% | +477.0% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling