+35.4%
BABA vs INSM
+388.0%
-352.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.7% |
| 7D | +3.8% | +6.2% | -2.4% | +3.7% |
| 30D | -5.4% | +15.4% | -20.8% | -5.6% |
| 3M | -17.9% | -11.4% | -6.5% | -17.8% |
| 6M | -24.1% | +14.6% | -38.6% | -24.3% |
| YTD | -27.4% | -33.3% | +5.8% | -27.2% |
| 1Y | -36.1% | -38.8% | +2.7% | -35.7% |
| 3Y | +35.4% | +395.7% | -360.4% | +34.9% |
| All | +35.4% | +388.0% | -352.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling