+113.4%
CSCO vs INSM
+352.6%
-239.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -10.8% | -4.0% | -6.8% | -10.7% |
| 3M | -9.2% | +38.5% | -47.8% | -10.2% |
| 6M | +39.5% | -11.5% | +51.1% | +39.6% |
| YTD | +41.5% | -26.9% | +68.4% | +42.4% |
| 1Y | +61.0% | -12.8% | +73.7% | +60.8% |
| 3Y | +105.2% | +384.7% | -279.5% | +92.7% |
| 5Y | +113.4% | +368.8% | -255.4% | +90.3% |
| All | +113.4% | +352.6% | -239.2% | +90.3% |
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 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