+610.7%
XLP vs INSM
-28.5%
+639.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +6.5% | -13.7% | +20.2% | +6.8% |
| 6M | +8.4% | -16.5% | +24.9% | +8.5% |
| YTD | +18.2% | -34.3% | +52.5% | +18.8% |
| 1Y | +22.4% | -38.4% | +60.8% | +23.2% |
| 3Y | +41.9% | +379.9% | -338.0% | +34.8% |
| 5Y | +40.9% | +242.2% | -201.4% | +34.1% |
| 10Y | +128.4% | +920.6% | -792.2% | +107.5% |
| All | +610.7% | -28.5% | +639.2% | +515.8% |
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