+139.5%
XLP vs INSM
+729.9%
-590.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.3% |
| 7D | +2.5% | +5.9% | -3.4% | +2.4% |
| 30D | +7.3% | +23.9% | -16.6% | +6.7% |
| 3M | +8.1% | -4.1% | +12.2% | +8.1% |
| 6M | +10.5% | +2.7% | +7.8% | +10.1% |
| YTD | +21.2% | -30.4% | +51.6% | +21.8% |
| 1Y | +22.7% | -36.6% | +59.3% | +23.6% |
| 3Y | +44.8% | +406.9% | -362.1% | +35.4% |
| 5Y | +44.7% | +280.3% | -235.6% | +35.4% |
| All | +139.5% | +729.9% | -590.4% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling