+710.9%
XLE vs INSM
-26.2%
+737.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +4.4% | +8.6% | -4.2% | +4.0% |
| 30D | -4.3% | +22.0% | -26.3% | -5.3% |
| 3M | +6.0% | -10.7% | +16.8% | +6.4% |
| 6M | +13.2% | +1.8% | +11.4% | +12.5% |
| YTD | +46.7% | -32.2% | +78.9% | +48.2% |
| 1Y | +46.6% | -39.3% | +85.9% | +48.8% |
| 3Y | +69.6% | +397.1% | -327.6% | +50.8% |
| 5Y | +166.5% | +270.6% | -104.1% | +137.8% |
| 10Y | +178.0% | +717.1% | -539.1% | +130.6% |
| All | +710.9% | -26.2% | +737.2% | +485.5% |
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