+146.6%
GE vs INSM
-21.9%
+168.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +1.2% | +2.8% | -1.6% | +1.0% |
| 30D | -9.5% | -4.7% | -4.8% | -9.3% |
| 3M | +4.1% | +32.6% | -28.5% | +2.2% |
| 6M | +3.9% | -10.9% | +14.8% | +3.9% |
| YTD | +9.0% | -28.2% | +37.3% | +10.2% |
| 1Y | +21.9% | -14.9% | +36.8% | +21.8% |
| 3Y | +281.8% | +375.6% | -93.8% | +237.1% |
| 5Y | +436.7% | +349.1% | +87.6% | +369.9% |
| 10Y | +151.5% | +796.6% | -645.0% | +105.0% |
| All | +146.6% | -21.9% | +168.5% | +74.1% |
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