+40.3%
XLC vs INSM
+375.8%
-335.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +0.5% | +2.5% | -2.0% | +0.4% |
| 30D | +2.1% | -2.2% | +4.3% | +2.2% |
| 3M | +0.7% | +33.8% | -33.1% | -1.5% |
| 6M | -3.2% | -7.2% | +4.0% | -3.5% |
| YTD | -3.8% | -25.6% | +21.8% | -2.8% |
| 1Y | -2.0% | -11.2% | +9.2% | -2.4% |
| 3Y | +71.4% | +388.3% | -317.0% | +50.2% |
| All | +40.3% | +375.8% | -335.4% | +16.0% |
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