+57.7%
AMGN vs INSM
+392.8%
-335.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -13.7% | +2.5% | -16.2% | -13.7% |
| 30D | -8.8% | -2.2% | -6.6% | -8.8% |
| 3M | +7.2% | +33.8% | -26.6% | +6.5% |
| 6M | +1.3% | -7.2% | +8.4% | +1.2% |
| YTD | +17.6% | -25.6% | +43.3% | +17.9% |
| 1Y | +37.2% | -11.2% | +48.4% | +37.1% |
| 3Y | +57.7% | +388.3% | -330.6% | +61.8% |
| All | +57.7% | +392.8% | -335.1% | +61.8% |
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