+774.4%
ADBE vs INSM
-21.9%
+796.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | -10.1% | +2.8% | -12.9% | -10.2% |
| 30D | -3.0% | -4.7% | +1.7% | -2.7% |
| 3M | +5.0% | +32.6% | -27.6% | +2.6% |
| 6M | -9.3% | -10.9% | +1.6% | -9.5% |
| YTD | -26.5% | -28.2% | +1.7% | -25.7% |
| 1Y | -28.3% | -14.9% | -13.4% | -28.5% |
| 3Y | -54.1% | +375.6% | -429.7% | -60.8% |
| 5Y | -61.2% | +349.1% | -410.3% | -67.2% |
| 10Y | +152.5% | +796.6% | -644.0% | +93.4% |
| All | +774.4% | -21.9% | +796.3% | +461.9% |
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