+144.7%
GE vs INSM
-24.3%
+169.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | +2.7% | +5.9% | -3.2% | +2.3% |
| 30D | +8.1% | +23.9% | -15.8% | +6.8% |
| 3M | -7.9% | -4.1% | -3.8% | -7.7% |
| 6M | +12.9% | +2.7% | +10.2% | +12.2% |
| YTD | +8.2% | -30.4% | +38.6% | +9.4% |
| 1Y | +9.7% | -36.6% | +46.2% | +11.3% |
| 3Y | +266.1% | +406.9% | -140.8% | +221.9% |
| 5Y | +407.4% | +280.3% | +127.1% | +348.2% |
| 10Y | +150.3% | +738.5% | -588.2% | +104.7% |
| All | +144.7% | -24.3% | +169.0% | +72.8% |
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