+1,665.8%
AMAT vs INSM
+801.7%
+864.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.1% |
| 7D | +7.0% | +2.8% | +4.2% | +6.7% |
| 30D | -12.2% | -4.7% | -7.5% | -11.8% |
| 3M | -3.8% | +32.6% | -36.5% | -7.5% |
| 6M | +45.9% | -10.9% | +56.8% | +45.9% |
| YTD | +84.6% | -28.2% | +112.9% | +88.8% |
| 1Y | +193.4% | -14.9% | +208.2% | +192.8% |
| 3Y | +228.1% | +375.6% | -147.5% | +153.0% |
| 5Y | +268.9% | +349.1% | -80.1% | +179.2% |
| 10Y | +1,665.8% | +796.6% | +869.2% | +1,172.3% |
| All | +1,665.8% | +801.7% | +864.0% | +1,172.3% |
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 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