+319.1%
DELL vs INSM
-11.6%
+330.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +14.9% | +6.5% | +8.3% | +15.0% |
| 30D | +13.3% | +27.5% | -14.3% | +14.1% |
| 3M | +24.4% | +20.4% | +4.0% | +25.6% |
| 6M | +258.0% | -15.7% | +273.7% | +264.3% |
| YTD | +320.2% | -27.4% | +347.6% | +330.8% |
| 1Y | +319.1% | -11.4% | +330.5% | +320.6% |
| All | +319.1% | -11.6% | +330.7% | +320.6% |
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 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