+791.3%
ANET vs INSM
+375.8%
+415.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.8% |
| 30D | -5.2% | -2.2% | -3.0% | -5.0% |
| 3M | +27.6% | +33.8% | -6.2% | +23.8% |
| 6M | +44.4% | -7.2% | +51.6% | +44.1% |
| YTD | +52.3% | -25.6% | +78.0% | +54.7% |
| 1Y | +30.4% | -11.2% | +41.7% | +29.9% |
| 3Y | +313.3% | +388.3% | -75.1% | +248.6% |
| All | +791.3% | +375.8% | +415.5% | +637.1% |
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