-33.8%
CMCSA vs INSM
+384.7%
-418.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.4% |
| 7D | -5.6% | +0.5% | -6.0% | -5.6% |
| 30D | -1.9% | -4.0% | +2.1% | -1.8% |
| 3M | +6.4% | +38.5% | -32.1% | +5.6% |
| 6M | -16.9% | -11.5% | -5.4% | -16.9% |
| YTD | -6.8% | -26.9% | +20.1% | -6.5% |
| 1Y | -15.9% | -12.8% | -3.1% | -16.1% |
| All | -33.8% | +384.7% | -418.5% | -35.3% |
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 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