-39.8%
BABA vs INSM
+278.6%
-318.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -13.8% | +5.9% | -19.7% | -14.2% |
| 30D | -15.1% | +23.9% | -39.0% | -16.7% |
| 3M | -22.7% | -4.1% | -18.6% | -22.7% |
| 6M | -34.7% | +2.7% | -37.4% | -35.3% |
| YTD | -35.0% | -30.4% | -4.6% | -33.9% |
| 1Y | -40.4% | -36.6% | -3.9% | -38.9% |
| 3Y | +21.9% | +406.9% | -385.0% | -3.1% |
| All | -39.8% | +278.6% | -318.4% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling