+61.9%
EBAY vs INSM
+375.8%
-313.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | +4.2% | +2.5% | +1.7% | +4.1% |
| 30D | +5.6% | -2.2% | +7.8% | +5.7% |
| 3M | -1.4% | +33.8% | -35.2% | -2.4% |
| 6M | +18.2% | -7.2% | +25.4% | +18.1% |
| YTD | +24.8% | -25.6% | +50.5% | +25.3% |
| 1Y | +18.0% | -11.2% | +29.3% | +17.6% |
| 3Y | +160.3% | +388.3% | -228.1% | +144.7% |
| All | +61.9% | +375.8% | -313.9% | +47.2% |
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 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