+102.9%
XLP vs INSM
+801.7%
-698.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | +2.8% | -4.2% | -1.5% |
| 30D | -1.3% | -4.7% | +3.4% | -1.2% |
| 3M | +1.8% | +32.6% | -30.8% | +0.9% |
| 6M | -0.8% | -10.9% | +10.1% | -0.8% |
| YTD | +9.5% | -28.2% | +37.8% | +10.1% |
| 1Y | +7.2% | -14.9% | +22.0% | +7.1% |
| 3Y | +27.1% | +375.6% | -348.5% | +19.2% |
| 5Y | +32.0% | +349.1% | -317.0% | +22.8% |
| 10Y | +102.9% | +796.6% | -693.7% | +85.1% |
| All | +102.9% | +801.7% | -698.8% | +85.1% |
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 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