+196.7%
W vs INSM
+864.6%
-667.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +0.2% | +5.9% | -5.7% | -1.0% |
| 30D | +6.8% | +23.9% | -17.1% | +2.3% |
| 3M | +10.7% | -4.1% | +14.8% | +11.1% |
| 6M | +86.3% | +2.7% | +83.7% | +81.7% |
| YTD | +11.5% | -30.4% | +41.8% | +15.9% |
| 1Y | +5.1% | -36.6% | +41.7% | +11.0% |
| 3Y | +171.0% | +406.9% | -236.0% | +61.7% |
| 5Y | -56.6% | +280.3% | -336.9% | -72.4% |
| 10Y | +213.4% | +738.5% | -525.1% | +62.8% |
| All | +196.7% | +864.6% | -667.9% | +66.9% |
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 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