-68.6%
XYZ vs INSM
+342.6%
-411.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +2.9% | +2.8% | +0.1% | +2.5% |
| 30D | +1.4% | -4.7% | +6.1% | +2.0% |
| 3M | +14.6% | +32.6% | -18.1% | +8.0% |
| 6M | +20.8% | -10.9% | +31.6% | +20.3% |
| YTD | +23.1% | -28.2% | +51.3% | +26.9% |
| 1Y | +5.6% | -14.9% | +20.5% | +4.7% |
| 3Y | +50.9% | +375.6% | -324.7% | +1.7% |
| 5Y | -68.6% | +349.1% | -417.6% | -80.7% |
| All | -68.6% | +342.6% | -411.1% | -80.7% |
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