+32.0%
XEL vs INSM
+375.8%
-343.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.3% |
| 30D | -3.9% | -2.2% | -1.8% | -3.9% |
| 3M | -2.8% | +33.8% | -36.6% | -3.4% |
| 6M | -5.4% | -7.2% | +1.8% | -5.4% |
| YTD | +3.8% | -25.6% | +29.4% | +4.1% |
| 1Y | +6.8% | -11.2% | +18.1% | +6.8% |
| 3Y | +45.6% | +388.3% | -342.7% | +41.5% |
| All | +32.0% | +375.8% | -343.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling