+126.7%
AMAT vs INSM
+241.5%
-114.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.8% |
| 7D | -14.7% | +1.6% | -16.3% | -14.8% |
| 30D | -36.1% | +12.5% | -48.5% | -36.8% |
| 3M | -36.9% | -13.7% | -23.2% | -36.2% |
| 6M | -22.2% | -16.5% | -5.7% | -21.8% |
| YTD | +29.9% | -34.3% | +64.2% | +33.1% |
| 1Y | +43.3% | -38.4% | +81.6% | +47.2% |
| 3Y | +142.7% | +379.9% | -237.2% | +100.8% |
| All | +126.7% | +241.5% | -114.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling