-56.8%
W vs INSM
+258.4%
-315.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -1.7% | +8.6% | -10.2% | -3.2% |
| 30D | +3.2% | +22.0% | -18.8% | -0.4% |
| 3M | +8.3% | -10.7% | +19.0% | +10.1% |
| 6M | +84.3% | +1.8% | +82.5% | +80.6% |
| YTD | +11.0% | -32.2% | +43.2% | +15.9% |
| 1Y | -0.2% | -39.3% | +39.0% | +6.1% |
| 3Y | +157.9% | +397.1% | -239.2% | +64.7% |
| 5Y | -56.8% | +270.6% | -327.4% | -67.9% |
| All | -56.8% | +258.4% | -315.2% | -67.9% |
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