+2,196.6%
ADSK vs INSM
-20.5%
+2,217.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -10.9% | +0.5% | -11.4% | -10.9% |
| 30D | -15.9% | -4.0% | -11.9% | -15.7% |
| 3M | -4.4% | +38.5% | -42.9% | -7.1% |
| 6M | -16.6% | -11.5% | -5.1% | -16.8% |
| YTD | -28.5% | -26.9% | -1.6% | -27.7% |
| 1Y | -34.6% | -12.8% | -21.9% | -35.0% |
| 3Y | -3.5% | +384.7% | -388.1% | -19.4% |
| 5Y | -25.6% | +368.8% | -394.4% | -38.5% |
| 10Y | +216.6% | +865.7% | -649.1% | +134.5% |
| All | +2,196.6% | -20.5% | +2,217.0% | +1,420.2% |
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