+153.3%
AMAT vs INSM
+416.0%
-262.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -2.9% |
| 7D | +11.4% | +5.9% | +5.5% | +11.1% |
| 30D | -17.0% | +23.9% | -40.9% | -17.9% |
| 3M | -30.6% | -4.1% | -26.5% | -30.6% |
| 6M | -14.9% | +2.7% | -17.6% | -15.4% |
| YTD | +44.7% | -30.4% | +75.1% | +45.7% |
| 1Y | +66.9% | -36.6% | +103.4% | +68.5% |
| 3Y | +153.3% | +406.9% | -253.6% | +156.4% |
| All | +153.3% | +416.0% | -262.7% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling