+41.9%
WELL vs INSM
-11.6%
+53.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | +2.3% | -2.2% | +4.5% | +2.4% |
| 3M | +12.3% | +33.8% | -21.5% | +10.8% |
| 6M | +15.6% | -7.2% | +22.7% | +16.2% |
| YTD | +28.3% | -25.6% | +54.0% | +30.9% |
| 1Y | +41.9% | -11.2% | +53.2% | +44.1% |
| All | +41.9% | -11.6% | +53.5% | +44.1% |
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