+39.3%
ASML vs INSM
-38.7%
+78.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +4.5% |
| 7D | -9.0% | +1.6% | -10.6% | -9.2% |
| 30D | -21.0% | +12.5% | -33.4% | -21.9% |
| 3M | -16.3% | -13.7% | -2.6% | -15.2% |
| 6M | -7.5% | -16.5% | +9.0% | -6.8% |
| YTD | +34.0% | -34.3% | +68.3% | +37.3% |
| 1Y | +39.3% | -38.4% | +77.7% | +38.1% |
| All | +39.3% | -38.7% | +78.0% | +38.1% |
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 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