+45.2%
AMZN vs INSM
+352.6%
-307.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -7.5% | -4.0% | -3.5% | -7.2% |
| 3M | +5.8% | +38.5% | -32.7% | +2.7% |
| 6M | +17.5% | -11.5% | +29.0% | +17.6% |
| YTD | +9.1% | -26.9% | +36.0% | +10.7% |
| 1Y | +9.4% | -12.8% | +22.1% | +8.9% |
| 3Y | +82.2% | +384.7% | -302.5% | +53.5% |
| 5Y | +45.2% | +368.8% | -323.6% | +14.6% |
| All | +45.2% | +352.6% | -307.4% | +14.6% |
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 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