+3,712.1%
ASML vs INSM
-28.5%
+3,740.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +4.6% |
| 7D | -9.0% | +1.6% | -10.6% | -9.1% |
| 30D | -21.0% | +12.5% | -33.4% | -21.7% |
| 3M | -16.3% | -13.7% | -2.6% | -15.6% |
| 6M | -7.5% | -16.5% | +9.0% | -7.1% |
| YTD | +34.0% | -34.3% | +68.3% | +36.6% |
| 1Y | +39.3% | -38.4% | +77.7% | +42.4% |
| 3Y | +128.9% | +379.9% | -251.1% | +94.8% |
| 5Y | +76.1% | +242.2% | -166.2% | +51.7% |
| 10Y | +1,428.4% | +920.6% | +507.8% | +1,064.1% |
| All | +3,712.1% | -28.5% | +3,740.5% | +2,209.1% |
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