+1,315.3%
AMAT vs INSM
+803.5%
+511.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.5% | +9.9% | +11.2% |
| 7D | -1.1% | +6.2% | -7.3% | -1.7% |
| 30D | -26.9% | +15.4% | -42.3% | -28.2% |
| 3M | -31.2% | -11.4% | -19.8% | -30.5% |
| 6M | -14.7% | +14.6% | -29.3% | -16.9% |
| YTD | +44.7% | -33.3% | +78.0% | +48.8% |
| 1Y | +62.0% | -38.8% | +100.7% | +67.7% |
| 3Y | +165.0% | +395.7% | -230.8% | +102.4% |
| 5Y | +147.1% | +258.9% | -111.8% | +92.0% |
| 10Y | +1,315.3% | +754.3% | +561.0% | +934.1% |
| All | +1,315.3% | +803.5% | +511.8% | +934.1% |
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