+2,926.4%
V vs INSM
+1,842.9%
+1,083.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.7% | +6.5% | -8.2% | -2.1% |
| 30D | +2.0% | +27.5% | -25.6% | -0.1% |
| 3M | +17.4% | +20.4% | -3.0% | +15.3% |
| 6M | +17.5% | -15.7% | +33.2% | +17.8% |
| YTD | +7.6% | -27.4% | +35.0% | +8.9% |
| 1Y | +7.7% | -11.4% | +19.1% | +7.2% |
| 3Y | +54.7% | +457.8% | -403.2% | +29.5% |
| 5Y | +73.0% | +343.0% | -269.9% | +45.1% |
| 10Y | +390.9% | +848.1% | -457.3% | +267.2% |
| All | +2,926.4% | +1,842.9% | +1,083.5% | +1,727.1% |
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