+2,770.9%
AVGO vs INSM
+884.9%
+1,886.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.1% | +2.5% | -1.3% | +0.9% |
| 30D | -13.0% | -2.2% | -10.8% | -12.9% |
| 3M | -6.0% | +33.8% | -39.8% | -8.8% |
| 6M | +6.4% | -7.2% | +13.5% | +5.9% |
| YTD | +5.0% | -25.6% | +30.6% | +6.5% |
| 1Y | +1.4% | -11.2% | +12.6% | +0.9% |
| 3Y | +336.8% | +388.3% | -51.5% | +259.3% |
| 5Y | +698.2% | +376.6% | +321.6% | +542.8% |
| All | +2,770.9% | +884.9% | +1,886.1% | +2,172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling