+10,140.4%
AMZN vs INSM
-21.9%
+10,162.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.8% | +2.8% | -2.0% | +0.7% |
| 30D | -6.4% | -4.7% | -1.6% | -6.2% |
| 3M | +4.8% | +32.6% | -27.8% | +2.8% |
| 6M | +20.5% | -10.9% | +31.4% | +20.4% |
| YTD | +11.3% | -28.2% | +39.6% | +12.5% |
| 1Y | +9.0% | -14.9% | +23.8% | +8.8% |
| 3Y | +85.9% | +375.6% | -289.7% | +64.1% |
| 5Y | +45.8% | +349.1% | -303.3% | +27.8% |
| 10Y | +555.5% | +796.6% | -241.1% | +429.6% |
| All | +10,140.4% | -21.9% | +10,162.3% | +7,901.5% |
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