+604.5%
XYZ vs INSM
+841.5%
-237.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.4% |
| 7D | -3.7% | +1.7% | -5.4% | -4.0% |
| 30D | +0.5% | -4.4% | +4.9% | +1.1% |
| 3M | +16.3% | +30.0% | -13.8% | +9.7% |
| 6M | +21.1% | -10.0% | +31.2% | +20.1% |
| YTD | +22.0% | -26.0% | +48.0% | +24.6% |
| 1Y | +5.2% | -12.5% | +17.7% | +3.5% |
| 3Y | +49.6% | +390.5% | -340.9% | -1.9% |
| 5Y | -68.4% | +357.7% | -426.1% | -79.3% |
| 10Y | +604.5% | +877.2% | -272.7% | +336.2% |
| All | +604.5% | +841.5% | -237.0% | +336.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling