+821.7%
AZN vs INSM
-20.5%
+842.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +0.6% | -4.0% | +4.6% | +0.7% |
| 3M | -10.8% | +38.5% | -49.3% | -11.9% |
| 6M | -18.1% | -11.5% | -6.6% | -18.1% |
| YTD | -12.3% | -26.9% | +14.6% | -11.7% |
| 1Y | -0.2% | -12.8% | +12.6% | -0.3% |
| 3Y | +23.4% | +384.7% | -361.3% | +14.4% |
| 5Y | +56.4% | +368.8% | -312.4% | +44.0% |
| 10Y | +225.7% | +865.7% | -640.1% | +184.0% |
| All | +821.7% | -20.5% | +842.1% | +666.7% |
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