+40.7%
ABBV vs INSM
-40.6%
+81.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.7% |
| 7D | +3.1% | +13.4% | -10.3% | +2.2% |
| 30D | +11.6% | +5.9% | +5.7% | +11.1% |
| 3M | +21.7% | +11.4% | +10.3% | +20.4% |
| 6M | +43.5% | -21.4% | +65.0% | +45.4% |
| YTD | +32.9% | -36.8% | +69.7% | +37.0% |
| 1Y | +40.7% | -39.8% | +80.5% | +47.3% |
| All | +40.7% | -40.6% | +81.3% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling