+15.8%
BABA vs INSM
+803.5%
-787.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.8% |
| 7D | +3.8% | +6.2% | -2.4% | +3.3% |
| 30D | -5.4% | +15.4% | -20.8% | -6.6% |
| 3M | -17.9% | -11.4% | -6.5% | -17.3% |
| 6M | -24.1% | +14.6% | -38.6% | -25.7% |
| YTD | -27.4% | -33.3% | +5.8% | -26.0% |
| 1Y | -36.1% | -38.8% | +2.7% | -34.4% |
| 3Y | +35.4% | +395.7% | -360.4% | +8.9% |
| 5Y | -30.1% | +258.9% | -289.0% | -43.1% |
| 10Y | +15.8% | +754.3% | -738.5% | -12.2% |
| All | +15.8% | +803.5% | -787.7% | -12.2% |
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