+804.5%
AMGN vs INSM
-19.5%
+824.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.6% |
| 7D | -11.6% | +1.7% | -13.4% | -11.7% |
| 30D | -5.7% | -4.4% | -1.3% | -5.5% |
| 3M | +14.2% | +30.0% | -15.8% | +12.7% |
| 6M | +5.2% | -10.0% | +15.2% | +5.1% |
| YTD | +22.0% | -26.0% | +48.0% | +22.8% |
| 1Y | +43.6% | -12.5% | +56.1% | +43.4% |
| 3Y | +65.0% | +390.5% | -325.5% | +50.4% |
| 5Y | +112.0% | +357.7% | -245.7% | +91.7% |
| 10Y | +216.6% | +877.2% | -660.7% | +167.2% |
| All | +804.5% | -19.5% | +824.0% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling