+61.4%
AMAT vs INSM
-40.6%
+102.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -3.7% |
| 7D | -11.2% | +13.4% | -24.6% | -12.2% |
| 30D | -31.9% | +5.9% | -37.8% | -32.3% |
| 3M | -32.3% | +11.4% | -43.7% | -33.4% |
| 6M | -5.4% | -21.4% | +16.0% | -3.9% |
| YTD | +44.3% | -36.8% | +81.0% | +47.6% |
| 1Y | +61.4% | -39.8% | +101.2% | +59.3% |
| All | +61.4% | -40.6% | +102.0% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling