+3,341.8%
V vs INSM
+1,764.0%
+1,577.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.1% |
| 7D | +0.9% | +5.9% | -5.0% | +0.5% |
| 30D | +9.0% | +23.9% | -14.9% | +7.3% |
| 3M | +16.7% | -4.1% | +20.8% | +16.8% |
| 6M | +33.4% | +2.7% | +30.7% | +32.2% |
| YTD | +22.4% | -30.4% | +52.7% | +24.0% |
| 1Y | +27.7% | -36.6% | +64.2% | +30.0% |
| 3Y | +78.0% | +406.9% | -329.0% | +50.1% |
| 5Y | +108.5% | +280.3% | -171.8% | +76.9% |
| 10Y | +459.0% | +738.5% | -279.4% | +321.9% |
| All | +3,341.8% | +1,764.0% | +1,577.8% | +1,980.4% |
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 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