+555.9%
XYZ vs INSM
+638.1%
-82.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.2% | +9.8% | -12.0% | -3.7% |
| 30D | +11.6% | +22.5% | -10.9% | +7.8% |
| 3M | +8.4% | -8.9% | +17.3% | +9.7% |
| 6M | +17.2% | +16.2% | +0.9% | +11.8% |
| YTD | +31.7% | -30.6% | +62.3% | +35.6% |
| 1Y | +30.1% | -37.7% | +67.7% | +35.9% |
| 3Y | +66.4% | +408.4% | -342.0% | +6.7% |
| 5Y | -62.2% | +279.6% | -341.8% | -74.6% |
| 10Y | +621.5% | +735.6% | -114.1% | +322.7% |
| All | +555.9% | +638.1% | -82.2% | +275.1% |
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 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