+35.5%
XLV vs INSM
+375.8%
-340.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -3.6% | +2.5% | -6.0% | -3.6% |
| 30D | -1.8% | -2.2% | +0.3% | -1.8% |
| 3M | +7.8% | +33.8% | -26.0% | +6.3% |
| 6M | +9.1% | -7.2% | +16.3% | +8.9% |
| YTD | +7.7% | -25.6% | +33.4% | +8.4% |
| 1Y | +20.4% | -11.2% | +31.7% | +20.2% |
| 3Y | +30.8% | +388.3% | -357.6% | +22.9% |
| All | +35.5% | +375.8% | -340.3% | +21.9% |
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