+16.7%
BABA vs INSM
+841.5%
-824.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -17.3% | -4.4% | -12.9% | -17.1% |
| 3M | -7.8% | +30.0% | -37.8% | -10.4% |
| 6M | -16.8% | -10.0% | -6.8% | -16.9% |
| YTD | -24.7% | -26.0% | +1.3% | -23.7% |
| 1Y | -24.9% | -12.5% | -12.4% | -25.3% |
| 3Y | +29.1% | +390.5% | -361.4% | +4.5% |
| 5Y | -30.5% | +357.7% | -388.2% | -44.6% |
| 10Y | +16.7% | +877.2% | -860.5% | -11.8% |
| All | +16.7% | +841.5% | -824.8% | -11.8% |
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