+47,218.2%
AAPL vs INSM
-19.5%
+47,237.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -3.0% | +1.7% | -4.7% | -3.0% |
| 30D | +2.3% | -4.4% | +6.7% | +2.5% |
| 3M | +8.6% | +30.0% | -21.4% | +6.8% |
| 6M | +21.6% | -10.0% | +31.6% | +21.4% |
| YTD | +16.3% | -26.0% | +42.3% | +17.2% |
| 1Y | +35.1% | -12.5% | +47.6% | +34.7% |
| 3Y | +79.4% | +390.5% | -311.1% | +58.5% |
| 5Y | +109.8% | +357.7% | -247.9% | +84.2% |
| 10Y | +1,237.1% | +877.2% | +359.8% | +983.9% |
| All | +47,218.2% | -19.5% | +47,237.7% | +35,223.6% |
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 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