+5,706.3%
ANET vs INSM
+954.7%
+4,751.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.4% |
| 7D | +3.0% | +2.5% | +0.5% | +2.7% |
| 30D | -5.2% | -2.2% | -3.0% | -5.0% |
| 3M | +27.6% | +33.8% | -6.2% | +23.1% |
| 6M | +44.4% | -7.2% | +51.6% | +43.8% |
| YTD | +52.3% | -25.6% | +78.0% | +54.9% |
| 1Y | +30.4% | -11.2% | +41.7% | +29.7% |
| 3Y | +313.3% | +388.3% | -75.1% | +226.7% |
| 5Y | +810.0% | +376.6% | +433.4% | +605.4% |
| 10Y | +3,903.8% | +881.9% | +3,021.9% | +2,678.9% |
| All | +5,706.3% | +954.7% | +4,751.6% | +4,115.1% |
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 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