+504.9%
ABBV vs INSM
+884.9%
-380.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | +3.4% | -2.2% | +5.5% | +3.5% |
| 3M | +15.2% | +33.8% | -18.6% | +12.8% |
| 6M | +14.7% | -7.2% | +21.8% | +14.4% |
| YTD | +15.2% | -25.6% | +40.8% | +16.3% |
| 1Y | +20.4% | -11.2% | +31.6% | +20.0% |
| 3Y | +91.3% | +388.3% | -297.0% | +67.8% |
| 5Y | +189.6% | +376.6% | -187.1% | +149.1% |
| All | +504.9% | +884.9% | -380.0% | +373.5% |
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 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