+91.5%
CSCO vs INSM
+278.6%
-187.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.9% | -6.3% |
| 7D | +1.9% | +5.9% | -4.0% | +1.7% |
| 30D | -15.8% | +23.9% | -39.7% | -16.5% |
| 3M | -15.4% | -4.1% | -11.3% | -15.3% |
| 6M | -5.4% | +2.7% | -8.1% | -5.7% |
| YTD | +26.5% | -30.4% | +56.8% | +27.4% |
| 1Y | +25.9% | -36.6% | +62.4% | +27.1% |
| 3Y | +97.5% | +406.9% | -309.4% | +83.6% |
| All | +91.5% | +278.6% | -187.1% | +70.6% |
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 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