+1,145.9%
DELL vs INSM
+375.8%
+770.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.9% |
| 7D | +8.2% | +2.5% | +5.8% | +8.1% |
| 30D | +17.1% | -2.2% | +19.3% | +17.2% |
| 3M | +45.2% | +33.8% | +11.4% | +41.8% |
| 6M | +286.8% | -7.2% | +293.9% | +286.0% |
| YTD | +354.8% | -25.6% | +380.4% | +361.2% |
| 1Y | +358.3% | -11.2% | +369.5% | +356.9% |
| 3Y | +724.9% | +388.3% | +336.6% | +607.3% |
| All | +1,145.9% | +375.8% | +770.2% | +906.6% |
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