+906.3%
XEL vs INSM
-19.5%
+925.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | -0.9% | -4.4% | +3.5% | -0.8% |
| 3M | -1.4% | +30.0% | -31.5% | -2.2% |
| 6M | -5.8% | -10.0% | +4.2% | -5.9% |
| YTD | +4.7% | -26.0% | +30.7% | +5.1% |
| 1Y | +9.1% | -12.5% | +21.6% | +8.9% |
| 3Y | +47.8% | +390.5% | -342.6% | +40.2% |
| 5Y | +29.0% | +357.7% | -328.7% | +21.7% |
| 10Y | +154.0% | +877.2% | -723.2% | +129.5% |
| All | +906.3% | -19.5% | +925.8% | +707.9% |
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