+37.3%
ANET vs INSM
-11.6%
+48.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.8% | +6.5% | -7.4% | -1.3% |
| 30D | -1.8% | +27.5% | -29.3% | -3.6% |
| 3M | +16.7% | +20.4% | -3.6% | +15.5% |
| 6M | +43.7% | -15.7% | +59.5% | +45.2% |
| YTD | +47.9% | -27.4% | +75.3% | +48.7% |
| 1Y | +37.3% | -11.4% | +48.7% | +46.3% |
| All | +37.3% | -11.6% | +48.9% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling