+97.5%
CSCO vs INSM
+416.0%
-318.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.9% | -6.3% |
| 7D | +1.9% | +5.9% | -4.0% | +1.8% |
| 30D | -15.8% | +23.9% | -39.7% | -16.1% |
| 3M | -15.4% | -4.1% | -11.3% | -15.4% |
| 6M | -5.4% | +2.7% | -8.1% | -5.5% |
| YTD | +26.5% | -30.4% | +56.8% | +26.8% |
| 1Y | +25.9% | -36.6% | +62.4% | +26.3% |
| 3Y | +97.5% | +406.9% | -309.4% | +89.6% |
| All | +97.5% | +416.0% | -318.5% | +89.6% |
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