+4,521.4%
DELL vs INSM
+941.6%
+3,579.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -5.3% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | +14.9% | -4.0% | +18.9% | +15.2% |
| 3M | +37.2% | +38.5% | -1.3% | +32.9% |
| 6M | +254.0% | -11.5% | +265.5% | +253.7% |
| YTD | +306.1% | -26.9% | +333.0% | +311.9% |
| 1Y | +312.3% | -12.8% | +325.1% | +310.5% |
| 3Y | +654.0% | +384.7% | +269.3% | +521.8% |
| 5Y | +1,055.3% | +368.8% | +686.5% | +834.4% |
| 10Y | +3,948.9% | +865.7% | +3,083.2% | +2,977.2% |
| All | +4,521.4% | +941.6% | +3,579.9% | +3,367.6% |
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 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