-19.5%
BABA vs INSM
-13.6%
-5.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -0.2% | +2.8% | -3.0% | -0.2% |
| 30D | -12.3% | -4.7% | -7.5% | -12.2% |
| 3M | -5.3% | +32.6% | -37.9% | -5.4% |
| 6M | -13.1% | -10.9% | -2.2% | -12.6% |
| YTD | -22.4% | -28.2% | +5.8% | -22.8% |
| 1Y | -19.5% | -14.9% | -4.6% | -16.9% |
| All | -19.5% | -13.6% | -5.9% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling