+1,504.8%
ASML vs INSM
+803.5%
+701.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +6.1% |
| 7D | -0.8% | +6.2% | -7.1% | -1.5% |
| 30D | -14.9% | +15.4% | -30.3% | -16.3% |
| 3M | -13.0% | -11.4% | -1.5% | -12.1% |
| 6M | -4.7% | +14.6% | -19.3% | -6.9% |
| YTD | +42.3% | -33.3% | +75.6% | +46.1% |
| 1Y | +49.7% | -38.8% | +88.5% | +54.7% |
| 3Y | +144.3% | +395.7% | -251.4% | +91.2% |
| 5Y | +86.4% | +258.9% | -172.5% | +47.8% |
| 10Y | +1,504.8% | +754.3% | +750.5% | +1,092.3% |
| All | +1,504.8% | +803.5% | +701.3% | +1,092.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling