+533.2%
XYZ vs INSM
+671.9%
-138.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.0% | +6.5% | -7.5% | -2.0% |
| 30D | -1.7% | +27.5% | -29.3% | -6.9% |
| 3M | +16.7% | +20.4% | -3.6% | +11.4% |
| 6M | +26.9% | -15.7% | +42.6% | +27.1% |
| YTD | +27.1% | -27.4% | +54.6% | +30.4% |
| 1Y | +9.3% | -11.4% | +20.6% | +7.3% |
| 3Y | +42.3% | +457.8% | -415.5% | -10.6% |
| 5Y | -69.3% | +343.0% | -412.3% | -79.9% |
| 10Y | +586.8% | +848.1% | -261.3% | +292.8% |
| All | +533.2% | +671.9% | -138.7% | +260.5% |
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