+1,278.0%
AAPL vs INSM
+884.9%
+393.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.6% |
| 7D | +3.8% | +2.5% | +1.4% | +3.7% |
| 30D | +9.9% | -2.2% | +12.1% | +10.1% |
| 3M | +12.5% | +33.8% | -21.3% | +9.6% |
| 6M | +27.6% | -7.2% | +34.8% | +27.1% |
| YTD | +22.6% | -25.6% | +48.2% | +24.0% |
| 1Y | +45.0% | -11.2% | +56.2% | +44.2% |
| 3Y | +87.8% | +388.3% | -300.6% | +56.8% |
| 5Y | +128.7% | +376.6% | -248.0% | +87.3% |
| All | +1,278.0% | +884.9% | +393.1% | +989.6% |
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