+159.7%
GILD vs INSM
+884.9%
-725.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | -4.8% | +2.5% | -7.3% | -4.9% |
| 30D | +5.8% | -2.2% | +7.9% | +5.9% |
| 3M | +14.9% | +33.8% | -18.9% | +13.1% |
| 6M | -0.4% | -7.2% | +6.8% | -0.5% |
| YTD | +18.5% | -25.6% | +44.2% | +19.4% |
| 1Y | +25.1% | -11.2% | +36.4% | +24.8% |
| 3Y | +105.9% | +388.3% | -282.4% | +86.2% |
| 5Y | +143.0% | +376.6% | -233.7% | +116.4% |
| All | +159.7% | +884.9% | -725.1% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling