+24.3%
W vs INSM
-40.6%
+64.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.3% | +5.7% | +10.4% |
| 7D | +8.4% | +13.4% | -5.1% | +6.9% |
| 30D | +16.5% | +5.9% | +10.6% | +15.6% |
| 3M | +6.4% | +11.4% | -4.9% | +4.2% |
| 6M | +90.5% | -21.4% | +112.0% | +95.5% |
| YTD | +23.1% | -36.8% | +59.9% | +33.6% |
| 1Y | +24.3% | -39.8% | +64.1% | +32.4% |
| All | +24.3% | -40.6% | +64.9% | +32.4% |
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 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