+13,245.4%
GOOG vs INSM
+1,026.4%
+12,219.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -3.6% | -4.0% | +0.4% | -3.4% |
| 3M | -6.4% | +38.5% | -45.0% | -8.6% |
| 6M | +7.8% | -11.5% | +19.3% | +7.7% |
| YTD | +5.5% | -26.9% | +32.4% | +6.5% |
| 1Y | +38.3% | -12.8% | +51.1% | +37.9% |
| 3Y | +143.1% | +384.7% | -241.6% | +112.3% |
| 5Y | +135.0% | +368.8% | -233.8% | +103.1% |
| 10Y | +778.1% | +865.7% | -87.6% | +598.5% |
| All | +13,245.4% | +1,026.4% | +12,219.0% | +9,498.8% |
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