+1,129.0%
ABBV vs INSM
+1,811.0%
-682.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.6% |
| 7D | -4.1% | +1.7% | -5.8% | -4.2% |
| 30D | +1.2% | -4.4% | +5.6% | +1.5% |
| 3M | +12.1% | +30.0% | -17.9% | +9.7% |
| 6M | +12.0% | -10.0% | +22.0% | +11.9% |
| YTD | +12.4% | -26.0% | +38.4% | +13.7% |
| 1Y | +22.9% | -12.5% | +35.4% | +22.7% |
| 3Y | +86.8% | +390.5% | -303.7% | +60.5% |
| 5Y | +181.0% | +357.7% | -176.7% | +137.5% |
| 10Y | +497.0% | +877.2% | -380.3% | +340.2% |
| All | +1,129.0% | +1,811.0% | -682.0% | +829.4% |
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 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