+1,362.0%
AMAT vs INSM
+708.7%
+653.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.3% |
| 7D | +19.3% | +8.6% | +10.8% | +18.3% |
| 30D | -17.9% | +22.0% | -39.9% | -19.8% |
| 3M | -30.4% | -10.7% | -19.7% | -29.7% |
| 6M | -11.4% | +1.8% | -13.2% | -12.5% |
| YTD | +48.8% | -32.2% | +80.9% | +52.7% |
| 1Y | +66.0% | -39.3% | +105.3% | +72.1% |
| 3Y | +158.8% | +397.1% | -238.3% | +97.6% |
| 5Y | +153.2% | +270.6% | -117.4% | +95.9% |
| All | +1,362.0% | +708.7% | +653.3% | +987.3% |
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