+163.6%
W vs INSM
+905.5%
-741.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.2% | +6.5% | -10.7% | -5.4% |
| 30D | -7.6% | +27.5% | -35.1% | -13.3% |
| 3M | +37.2% | +20.4% | +16.8% | +30.0% |
| 6M | +26.3% | -15.7% | +42.1% | +27.2% |
| YTD | -1.0% | -27.4% | +26.5% | +2.5% |
| 1Y | +20.1% | -11.4% | +31.5% | +18.5% |
| 3Y | +37.8% | +457.8% | -420.0% | -19.8% |
| 5Y | -63.7% | +343.0% | -406.6% | -77.6% |
| 10Y | +156.3% | +848.1% | -691.8% | +29.9% |
| All | +163.6% | +905.5% | -741.9% | +47.6% |
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