+1,020.3%
ABT vs INSM
-21.9%
+1,042.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.2% |
| 30D | -2.1% | -4.7% | +2.6% | -2.0% |
| 3M | +17.4% | +32.6% | -15.2% | +16.1% |
| 6M | -2.4% | -10.9% | +8.5% | -2.4% |
| YTD | -14.2% | -28.2% | +14.0% | -13.7% |
| 1Y | -18.3% | -14.9% | -3.5% | -18.4% |
| 3Y | +11.5% | +375.6% | -364.1% | +3.4% |
| 5Y | -9.9% | +349.1% | -359.0% | -17.0% |
| 10Y | +204.4% | +796.6% | -592.2% | +167.7% |
| All | +1,020.3% | -21.9% | +1,042.2% | +878.7% |
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