+20.6%
ABNB vs INSM
+213.2%
-192.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -4.4% | +2.8% | -7.2% | -4.7% |
| 30D | -2.0% | -4.7% | +2.8% | -1.5% |
| 3M | +29.8% | +32.6% | -2.8% | +24.8% |
| 6M | +31.0% | -10.9% | +41.9% | +30.8% |
| YTD | +28.6% | -28.2% | +56.8% | +31.4% |
| 1Y | +40.1% | -14.9% | +54.9% | +39.4% |
| 3Y | +19.7% | +375.6% | -355.9% | -9.3% |
| 5Y | +6.5% | +349.1% | -342.6% | -23.4% |
| All | +20.6% | +213.2% | -192.6% | -21.2% |
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