+562.9%
XLP vs INSM
-21.1%
+584.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +6.5% | -7.6% | -1.2% |
| 30D | -0.9% | +27.5% | -28.4% | -1.5% |
| 3M | +3.8% | +20.4% | -16.6% | +3.2% |
| 6M | -1.7% | -15.7% | +14.0% | -1.7% |
| YTD | +10.3% | -27.4% | +37.7% | +10.7% |
| 1Y | +7.8% | -11.4% | +19.2% | +7.6% |
| 3Y | +27.2% | +457.8% | -430.6% | +20.4% |
| 5Y | +32.5% | +343.0% | -310.4% | +25.4% |
| 10Y | +101.8% | +848.1% | -746.3% | +83.6% |
| All | +562.9% | -21.1% | +584.0% | +473.5% |
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