+152.3%
W vs INSM
+868.6%
-716.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -5.6% | -4.0% | -1.6% | -4.9% |
| 3M | +41.9% | +38.5% | +3.4% | +30.7% |
| 6M | +30.2% | -11.5% | +41.7% | +29.8% |
| YTD | -2.9% | -26.9% | +23.9% | +0.3% |
| 1Y | +11.6% | -12.8% | +24.4% | +10.4% |
| 3Y | +37.0% | +384.7% | -347.7% | -16.9% |
| 5Y | -62.8% | +368.8% | -431.6% | -77.4% |
| All | +152.3% | +868.6% | -716.3% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling