+42.0%
XLP vs INSM
+241.5%
-199.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -1.4% |
| 7D | +0.7% | +1.6% | -0.9% | +0.7% |
| 30D | +10.3% | +12.5% | -2.2% | +10.0% |
| 3M | +6.5% | -13.7% | +20.2% | +6.7% |
| 6M | +8.4% | -16.5% | +24.9% | +8.5% |
| YTD | +18.2% | -34.3% | +52.5% | +18.7% |
| 1Y | +22.4% | -38.4% | +60.8% | +23.1% |
| 3Y | +41.9% | +379.9% | -338.0% | +37.2% |
| All | +42.0% | +241.5% | -199.5% | +34.6% |
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 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