-24.5%
ADSK vs INSM
+375.8%
-400.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.5% | +2.5% | -5.0% | -2.7% |
| 30D | -14.9% | -2.2% | -12.7% | -14.8% |
| 3M | +3.3% | +33.8% | -30.5% | +0.9% |
| 6M | -15.7% | -7.2% | -8.5% | -16.0% |
| YTD | -28.2% | -25.6% | -2.6% | -27.4% |
| 1Y | -34.5% | -11.2% | -23.3% | -34.9% |
| 3Y | -2.9% | +388.3% | -391.2% | -17.5% |
| All | -24.5% | +375.8% | -400.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling