+222.6%
CMCSA vs INSM
-19.5%
+242.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.1% | -9.7% | -6.7% |
| 7D | -8.3% | +1.7% | -10.0% | -8.4% |
| 30D | -2.4% | -4.4% | +2.0% | -2.3% |
| 3M | +4.5% | +30.0% | -25.5% | +3.2% |
| 6M | -18.8% | -10.0% | -8.8% | -18.8% |
| YTD | -8.9% | -26.0% | +17.1% | -8.4% |
| 1Y | -18.3% | -12.5% | -5.8% | -18.5% |
| 3Y | -35.0% | +390.5% | -425.4% | -40.7% |
| 5Y | -48.2% | +357.7% | -405.9% | -53.1% |
| 10Y | +4.6% | +877.2% | -872.7% | -11.7% |
| All | +222.6% | -19.5% | +242.1% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling