-46.7%
CMCSA vs INSM
+352.6%
-399.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | +6.4% | +38.5% | -32.1% | +4.8% |
| 6M | -16.9% | -11.5% | -5.4% | -16.9% |
| YTD | -6.8% | -26.9% | +20.1% | -6.1% |
| 1Y | -15.9% | -12.8% | -3.1% | -16.2% |
| 3Y | -33.4% | +384.7% | -418.1% | -38.9% |
| 5Y | -46.7% | +368.8% | -415.5% | -54.0% |
| All | -46.7% | +352.6% | -399.3% | -54.0% |
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