+84.0%
ASML vs INSM
+258.4%
-174.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | +10.4% | +8.6% | +1.8% | +9.4% |
| 30D | -12.7% | +22.0% | -34.7% | -14.6% |
| 3M | -17.2% | -10.7% | -6.4% | -16.4% |
| 6M | -1.3% | +1.8% | -3.1% | -2.3% |
| YTD | +40.8% | -32.2% | +73.0% | +44.3% |
| 1Y | +45.2% | -39.3% | +84.5% | +50.2% |
| 3Y | +131.8% | +397.1% | -265.3% | +83.0% |
| 5Y | +84.0% | +270.6% | -186.6% | +45.3% |
| All | +84.0% | +258.4% | -174.4% | +45.3% |
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 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