+45.9%
CSCO vs INSM
-40.6%
+86.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.5% |
| 7D | -6.1% | +13.4% | -19.5% | -6.3% |
| 30D | -8.2% | +5.9% | -14.1% | -8.2% |
| 3M | -14.6% | +11.4% | -26.0% | -14.2% |
| 6M | +12.7% | -21.4% | +34.1% | +13.4% |
| YTD | +37.0% | -36.8% | +73.8% | +36.9% |
| 1Y | +45.9% | -39.8% | +85.7% | +45.5% |
| All | +45.9% | -40.6% | +86.5% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling