+358.3%
DELL vs INSM
-11.6%
+369.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +12.0% |
| 7D | +8.2% | +2.5% | +5.8% | +8.2% |
| 30D | +17.1% | -2.2% | +19.3% | +16.9% |
| 3M | +45.2% | +33.8% | +11.4% | +46.3% |
| 6M | +286.8% | -7.2% | +293.9% | +293.0% |
| YTD | +354.8% | -25.6% | +380.4% | +367.2% |
| 1Y | +358.3% | -11.2% | +369.5% | +368.9% |
| All | +358.3% | -11.6% | +369.9% | +368.9% |
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