+160.3%
EBAY vs INSM
+392.8%
-232.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | +4.2% | +2.5% | +1.7% | +4.2% |
| 30D | +5.6% | -2.2% | +7.8% | +5.6% |
| 3M | -1.4% | +33.8% | -35.2% | -1.1% |
| 6M | +18.2% | -7.2% | +25.4% | +18.2% |
| YTD | +24.8% | -25.6% | +50.5% | +24.3% |
| 1Y | +18.0% | -11.2% | +29.3% | +17.9% |
| 3Y | +160.3% | +388.3% | -228.1% | +170.2% |
| All | +160.3% | +392.8% | -232.5% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling