+20.7%
XLK vs INSM
-40.6%
+61.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | -7.6% | +13.4% | -21.0% | -7.9% |
| 30D | -12.2% | +5.9% | -18.1% | -12.3% |
| 3M | -5.5% | +11.4% | -16.8% | -5.9% |
| 6M | +9.2% | -21.4% | +30.6% | +9.6% |
| YTD | +23.0% | -36.8% | +59.8% | +23.3% |
| 1Y | +20.7% | -39.8% | +60.5% | +17.1% |
| All | +20.7% | -40.6% | +61.3% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling