+143.7%
XLC vs INSM
+389.4%
-245.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +0.5% | +2.5% | -2.0% | +0.3% |
| 30D | +2.1% | -2.2% | +4.3% | +2.3% |
| 3M | +0.7% | +33.8% | -33.1% | -2.7% |
| 6M | -3.2% | -7.2% | +4.0% | -3.7% |
| YTD | -3.8% | -25.6% | +21.8% | -2.3% |
| 1Y | -2.0% | -11.2% | +9.2% | -2.7% |
| 3Y | +71.4% | +388.3% | -317.0% | +35.7% |
| 5Y | +40.7% | +376.6% | -336.0% | +7.8% |
| All | +143.7% | +389.4% | -245.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling