+179.5%
CSCO vs INSM
-21.1%
+200.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +6.5% | -7.2% | -1.0% |
| 30D | -10.1% | +27.5% | -37.7% | -11.4% |
| 3M | -15.7% | +20.4% | -36.1% | -16.7% |
| 6M | +36.3% | -15.7% | +52.0% | +36.5% |
| YTD | +43.8% | -27.4% | +71.3% | +45.1% |
| 1Y | +63.9% | -11.4% | +75.3% | +63.4% |
| 3Y | +104.4% | +457.8% | -353.5% | +80.0% |
| 5Y | +111.4% | +343.0% | -231.6% | +86.2% |
| 10Y | +361.7% | +848.1% | -486.5% | +272.2% |
| All | +179.5% | -21.1% | +200.6% | +94.0% |
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