+4.4%
GOOGL vs INSM
-40.6%
+45.0%
-30.6%
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% | +3.3% |
| 7D | -11.1% | +13.4% | -24.5% | -10.7% |
| 30D | -16.6% | +5.9% | -22.5% | -16.1% |
| 3M | -23.4% | +11.4% | -34.8% | -23.2% |
| 6M | -24.5% | -21.4% | -3.1% | -22.4% |
| YTD | -7.5% | -36.8% | +29.3% | -3.8% |
| 1Y | +4.4% | -39.8% | +44.2% | +4.1% |
| All | +4.4% | -40.6% | +45.0% | +4.1% |
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 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