+187.2%
ABBV vs INSM
+352.6%
-165.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +2.0% | -4.0% | +6.0% | +2.1% |
| 3M | +14.2% | +38.5% | -24.4% | +12.8% |
| 6M | +14.1% | -11.5% | +25.6% | +14.1% |
| YTD | +14.2% | -26.9% | +41.1% | +14.8% |
| 1Y | +24.2% | -12.8% | +37.0% | +24.2% |
| 3Y | +89.8% | +384.7% | -294.9% | +83.9% |
| 5Y | +187.2% | +368.8% | -181.6% | +172.4% |
| All | +187.2% | +352.6% | -165.5% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling