+6,063.1%
WELL vs INSM
-21.1%
+6,084.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | +6.5% | -7.3% | -1.0% |
| 30D | -0.1% | +27.5% | -27.6% | -1.2% |
| 3M | +18.0% | +20.4% | -2.3% | +16.9% |
| 6M | +15.0% | -15.7% | +30.7% | +15.2% |
| YTD | +28.6% | -27.4% | +56.0% | +29.4% |
| 1Y | +42.9% | -11.4% | +54.3% | +42.6% |
| 3Y | +203.0% | +457.8% | -254.8% | +177.0% |
| 5Y | +206.9% | +343.0% | -136.1% | +180.6% |
| 10Y | +339.5% | +848.1% | -508.6% | +282.0% |
| All | +6,063.1% | -21.1% | +6,084.2% | +4,831.6% |
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