+76.0%
AMZN vs INSM
+384.7%
-308.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -7.5% | -4.0% | -3.5% | -7.4% |
| 3M | +5.8% | +38.5% | -32.7% | +4.8% |
| 6M | +17.5% | -11.5% | +29.0% | +17.7% |
| YTD | +9.1% | -26.9% | +36.0% | +9.7% |
| 1Y | +9.4% | -12.8% | +22.1% | +9.2% |
| All | +76.0% | +384.7% | -308.7% | +69.6% |
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