+101.1%
AKAM vs INSM
+884.9%
-783.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +1.5% | +2.5% | -1.0% | +1.4% |
| 30D | -13.0% | -2.2% | -10.9% | -13.0% |
| 3M | -19.4% | +33.8% | -53.2% | -20.7% |
| 6M | +0.3% | -7.2% | +7.5% | +0.2% |
| YTD | +22.4% | -25.6% | +48.0% | +23.4% |
| 1Y | +34.8% | -11.2% | +46.1% | +34.6% |
| 3Y | +1.9% | +388.3% | -386.4% | -8.0% |
| 5Y | -4.6% | +376.6% | -381.2% | -15.1% |
| All | +101.1% | +884.9% | -783.7% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling