+66.2%
XYZ vs INSM
+410.0%
-343.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.5% |
| 7D | +12.6% | +14.4% | -1.8% | +12.1% |
| 30D | +10.8% | +18.8% | -8.0% | +10.1% |
| 3M | +8.4% | -11.3% | +19.7% | +8.6% |
| 6M | +14.3% | +17.9% | -3.6% | +13.3% |
| YTD | +31.5% | -31.3% | +62.8% | +32.9% |
| 1Y | +28.1% | -37.7% | +65.9% | +30.0% |
| 3Y | +66.2% | +403.1% | -336.9% | +72.1% |
| All | +66.2% | +410.0% | -343.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling