+43.0%
AKAM vs INSM
-21.9%
+64.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.0% |
| 30D | -4.5% | -4.7% | +0.3% | -4.2% |
| 3M | -25.6% | +32.6% | -58.2% | -27.2% |
| 6M | +5.7% | -10.9% | +16.6% | +5.7% |
| YTD | +21.0% | -28.2% | +49.3% | +22.5% |
| 1Y | +33.9% | -14.9% | +48.7% | +33.7% |
| 3Y | +0.9% | +375.6% | -374.7% | -13.4% |
| 5Y | -6.9% | +349.1% | -355.9% | -21.0% |
| 10Y | +97.4% | +796.6% | -699.2% | +46.4% |
| All | +43.0% | -21.9% | +64.9% | -5.8% |
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