+313.3%
ANET vs INSM
+392.8%
-79.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.9% |
| 30D | -5.2% | -2.2% | -3.0% | -5.1% |
| 3M | +27.6% | +33.8% | -6.2% | +25.9% |
| 6M | +44.4% | -7.2% | +51.6% | +44.3% |
| YTD | +52.3% | -25.6% | +78.0% | +53.2% |
| 1Y | +30.4% | -11.2% | +41.7% | +30.3% |
| 3Y | +313.3% | +388.3% | -75.1% | +295.4% |
| All | +313.3% | +392.8% | -79.6% | +295.4% |
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