+1,555.7%
EBAY vs INSM
-19.5%
+1,575.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | -3.6% | -4.4% | +0.8% | -3.5% |
| 3M | -4.4% | +30.0% | -34.5% | -5.8% |
| 6M | +12.1% | -10.0% | +22.1% | +12.0% |
| YTD | +19.9% | -26.0% | +45.9% | +20.8% |
| 1Y | +13.4% | -12.5% | +25.9% | +13.0% |
| 3Y | +150.5% | +390.5% | -240.0% | +125.3% |
| 5Y | +54.8% | +357.7% | -302.9% | +38.2% |
| 10Y | +268.1% | +877.2% | -609.2% | +204.6% |
| All | +1,555.7% | -19.5% | +1,575.2% | +1,198.9% |
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 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