+70.3%
XLI vs INSM
+392.8%
-322.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -1.7% | +2.5% | -4.1% | -1.7% |
| 30D | -7.3% | -2.2% | -5.1% | -7.2% |
| 3M | -1.3% | +33.8% | -35.1% | -1.9% |
| 6M | +2.2% | -7.2% | +9.4% | +2.2% |
| YTD | +11.7% | -25.6% | +37.4% | +11.9% |
| 1Y | +14.3% | -11.2% | +25.5% | +14.1% |
| 3Y | +70.3% | +388.3% | -318.0% | +70.8% |
| All | +70.3% | +392.8% | -322.5% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling