+867.8%
XLK vs INSM
-20.5%
+888.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.5% | -4.0% | +3.5% | -0.3% |
| 3M | +5.0% | +38.5% | -33.5% | +2.8% |
| 6M | +32.9% | -11.5% | +44.4% | +32.8% |
| YTD | +29.0% | -26.9% | +55.8% | +30.2% |
| 1Y | +37.8% | -12.8% | +50.6% | +37.5% |
| 3Y | +118.7% | +384.7% | -266.0% | +92.8% |
| 5Y | +145.6% | +368.8% | -223.3% | +114.6% |
| 10Y | +791.5% | +865.7% | -74.2% | +620.8% |
| All | +867.8% | -20.5% | +888.2% | +594.8% |
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 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