+44.8%
XLP vs INSM
+416.0%
-371.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.4% |
| 7D | +2.5% | +5.9% | -3.4% | +2.5% |
| 30D | +7.3% | +23.9% | -16.6% | +7.2% |
| 3M | +8.1% | -4.1% | +12.2% | +8.1% |
| 6M | +10.5% | +2.7% | +7.8% | +10.4% |
| YTD | +21.2% | -30.4% | +51.6% | +21.3% |
| 1Y | +22.7% | -36.6% | +59.3% | +22.9% |
| 3Y | +44.8% | +406.9% | -362.1% | +48.2% |
| All | +44.8% | +416.0% | -371.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling