+32,355.3%
AVGO vs INSM
+1,161.5%
+31,193.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | -13.8% | -4.7% | -9.1% | -13.5% |
| 3M | -6.9% | +32.6% | -39.5% | -9.9% |
| 6M | +11.9% | -10.9% | +22.8% | +11.9% |
| YTD | +6.9% | -28.2% | +35.1% | +8.9% |
| 1Y | +7.4% | -14.9% | +22.3% | +7.2% |
| 3Y | +345.6% | +375.6% | -30.0% | +260.1% |
| 5Y | +718.9% | +349.1% | +369.8% | +551.3% |
| 10Y | +2,755.4% | +796.6% | +1,958.8% | +1,860.9% |
| All | +32,355.3% | +1,161.5% | +31,193.8% | +19,827.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling