+1,017.4%
XLY vs INSM
-19.1%
+1,036.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -1.7% | +2.5% | -4.2% | -1.8% |
| 30D | -4.2% | -2.2% | -2.0% | -4.1% |
| 3M | -2.7% | +33.8% | -36.5% | -4.4% |
| 6M | -0.6% | -7.2% | +6.5% | -0.9% |
| YTD | -5.0% | -25.6% | +20.6% | -4.3% |
| 1Y | -4.1% | -11.2% | +7.1% | -4.4% |
| 3Y | +33.6% | +388.3% | -354.7% | +19.2% |
| 5Y | +28.7% | +376.6% | -347.9% | +13.9% |
| 10Y | +219.6% | +881.9% | -662.3% | +163.5% |
| All | +1,017.4% | -19.1% | +1,036.5% | +719.4% |
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