+67.7%
V vs INSM
+365.8%
-298.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.5% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | +1.9% | -4.4% | +6.3% | +2.0% |
| 3M | +13.2% | +30.0% | -16.8% | +11.6% |
| 6M | +16.7% | -10.0% | +26.7% | +16.6% |
| YTD | +5.4% | -26.0% | +31.4% | +6.2% |
| 1Y | +7.7% | -12.5% | +20.2% | +7.5% |
| 3Y | +52.0% | +390.5% | -338.5% | +39.0% |
| 5Y | +67.7% | +357.7% | -290.0% | +46.3% |
| All | +67.7% | +365.8% | -298.1% | +46.3% |
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