+472.6%
USB vs INSM
-21.1%
+493.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | +6.5% | -5.1% | +1.1% |
| 30D | -1.3% | +27.5% | -28.8% | -2.7% |
| 3M | +15.2% | +20.4% | -5.1% | +13.8% |
| 6M | +18.8% | -15.7% | +34.6% | +19.0% |
| YTD | +21.0% | -27.4% | +48.4% | +22.1% |
| 1Y | +34.0% | -11.4% | +45.4% | +33.6% |
| 3Y | +95.3% | +457.8% | -362.5% | +72.6% |
| 5Y | +40.4% | +343.0% | -302.6% | +24.2% |
| 10Y | +107.3% | +848.1% | -740.8% | +69.3% |
| All | +472.6% | -21.1% | +493.7% | +298.6% |
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