+755.6%
GOOGL vs INSM
+884.9%
-129.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -1.4% | -2.2% | +0.8% | -1.3% |
| 3M | -5.3% | +33.8% | -39.1% | -7.9% |
| 6M | +9.8% | -7.2% | +17.0% | +9.3% |
| YTD | +8.4% | -25.6% | +34.0% | +9.7% |
| 1Y | +41.2% | -11.2% | +52.4% | +40.6% |
| 3Y | +149.6% | +388.3% | -238.8% | +108.6% |
| 5Y | +142.6% | +376.6% | -234.1% | +98.9% |
| All | +755.6% | +884.9% | -129.3% | +571.4% |
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