+6,301.5%
WELL vs INSM
-24.3%
+6,325.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +0.1% | +5.9% | -5.8% | -0.1% |
| 30D | +5.7% | +23.9% | -18.2% | +4.8% |
| 3M | +4.6% | -4.1% | +8.7% | +4.7% |
| 6M | +11.9% | +2.7% | +9.2% | +11.3% |
| YTD | +33.6% | -30.4% | +64.0% | +34.5% |
| 1Y | +29.8% | -36.6% | +66.3% | +31.1% |
| 3Y | +202.2% | +406.9% | -204.8% | +177.2% |
| 5Y | +223.2% | +280.3% | -57.1% | +197.2% |
| 10Y | +461.7% | +738.5% | -276.8% | +390.1% |
| All | +6,301.5% | -24.3% | +6,325.7% | +5,026.3% |
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