+4,482.3%
ASML vs INSM
-21.1%
+4,503.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +1.1% | +6.5% | -5.4% | +0.6% |
| 30D | +2.2% | +27.5% | -25.4% | +0.1% |
| 3M | -2.3% | +20.4% | -22.7% | -4.0% |
| 6M | +23.0% | -15.7% | +38.7% | +23.5% |
| YTD | +61.1% | -27.4% | +88.5% | +63.3% |
| 1Y | +129.1% | -11.4% | +140.5% | +128.5% |
| 3Y | +165.4% | +457.8% | -292.5% | +123.5% |
| 5Y | +109.5% | +343.0% | -233.5% | +77.4% |
| 10Y | +1,645.7% | +848.1% | +797.6% | +1,233.6% |
| All | +4,482.3% | -21.1% | +4,503.3% | +2,660.7% |
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