+31,416.6%
AVGO vs INSM
+1,175.7%
+30,241.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.0% | +6.5% | -9.5% | -3.5% |
| 30D | -14.4% | +27.5% | -42.0% | -16.8% |
| 3M | -14.4% | +20.4% | -34.8% | -16.4% |
| 6M | +13.1% | -15.7% | +28.9% | +13.6% |
| YTD | +3.8% | -27.4% | +31.2% | +5.6% |
| 1Y | +17.8% | -11.4% | +29.2% | +17.2% |
| 3Y | +325.3% | +457.8% | -132.6% | +237.3% |
| 5Y | +689.9% | +343.0% | +347.0% | +529.2% |
| 10Y | +2,597.0% | +848.1% | +1,748.9% | +1,741.6% |
| All | +31,416.6% | +1,175.7% | +30,241.0% | +19,231.8% |
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 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