+3.6%
GOOG vs INSM
-40.6%
+44.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +3.4% |
| 7D | -10.7% | +13.4% | -24.2% | -10.4% |
| 30D | -16.4% | +5.9% | -22.4% | -16.0% |
| 3M | -23.4% | +11.4% | -34.8% | -23.2% |
| 6M | -24.2% | -21.4% | -2.8% | -22.3% |
| YTD | -8.3% | -36.8% | +28.5% | -4.7% |
| 1Y | +3.6% | -39.8% | +43.4% | +3.2% |
| All | +3.6% | -40.6% | +44.2% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling