+75.7%
V vs INSM
+402.9%
-327.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | -0.4% | +8.6% | -8.9% | -0.4% |
| 30D | +6.3% | +22.0% | -15.7% | +6.1% |
| 3M | +17.2% | -10.7% | +27.9% | +17.2% |
| 6M | +29.2% | +1.8% | +27.5% | +29.0% |
| YTD | +20.8% | -32.2% | +52.9% | +21.0% |
| 1Y | +25.0% | -39.3% | +64.3% | +25.4% |
| All | +75.7% | +402.9% | -327.2% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling