+213.1%
USO vs INSM
+375.8%
-162.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | +9.1% | +2.5% | +6.6% | +9.0% |
| 30D | +21.7% | -2.2% | +23.9% | +21.7% |
| 3M | +20.2% | +33.8% | -13.6% | +19.3% |
| 6M | +43.4% | -7.2% | +50.5% | +43.0% |
| YTD | +124.0% | -25.6% | +149.6% | +124.7% |
| 1Y | +112.2% | -11.2% | +123.4% | +111.6% |
| 3Y | +97.7% | +388.3% | -290.7% | +83.8% |
| All | +213.1% | +375.8% | -162.7% | +195.8% |
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