+29.3%
V vs INSM
-40.6%
+69.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +3.7% |
| 7D | +9.0% | +13.4% | -4.4% | +8.7% |
| 30D | +18.1% | +5.9% | +12.1% | +17.8% |
| 3M | +18.3% | +11.4% | +6.9% | +17.8% |
| 6M | +34.1% | -21.4% | +55.5% | +34.3% |
| YTD | +25.2% | -36.8% | +62.0% | +26.8% |
| 1Y | +29.3% | -39.8% | +69.1% | +30.9% |
| All | +29.3% | -40.6% | +69.9% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling