+4,404.4%
DELL vs INSM
+884.9%
+3,519.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.8% |
| 7D | +8.2% | +2.5% | +5.8% | +8.0% |
| 30D | +17.1% | -2.2% | +19.3% | +17.3% |
| 3M | +45.2% | +33.8% | +11.4% | +41.0% |
| 6M | +286.8% | -7.2% | +293.9% | +285.0% |
| YTD | +354.8% | -25.6% | +380.4% | +360.6% |
| 1Y | +358.3% | -11.2% | +369.5% | +355.7% |
| 3Y | +724.9% | +388.3% | +336.6% | +580.5% |
| 5Y | +1,193.7% | +376.6% | +817.0% | +945.8% |
| All | +4,404.4% | +884.9% | +3,519.6% | +3,328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling