+148.7%
XLK vs INSM
+375.8%
-227.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | -0.6% | -2.2% | +1.5% | -0.5% |
| 3M | +2.6% | +33.8% | -31.2% | +0.1% |
| 6M | +34.0% | -7.2% | +41.1% | +33.5% |
| YTD | +30.7% | -25.6% | +56.3% | +32.2% |
| 1Y | +39.2% | -11.2% | +50.4% | +38.5% |
| 3Y | +120.4% | +388.3% | -267.9% | +90.9% |
| All | +148.7% | +375.8% | -227.1% | +104.2% |
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