+620.3%
ADI vs INSM
-21.9%
+642.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +2.4% | +2.8% | -0.3% | +2.3% |
| 30D | -6.6% | -4.7% | -1.8% | -6.3% |
| 3M | -9.8% | +32.6% | -42.4% | -11.5% |
| 6M | +15.7% | -10.9% | +26.5% | +15.6% |
| YTD | +35.1% | -28.2% | +63.4% | +36.6% |
| 1Y | +47.7% | -14.9% | +62.6% | +47.5% |
| 3Y | +114.5% | +375.6% | -261.1% | +88.9% |
| 5Y | +141.2% | +349.1% | -207.8% | +110.8% |
| 10Y | +611.3% | +796.6% | -185.2% | +477.3% |
| All | +620.3% | -21.9% | +642.2% | +423.8% |
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