+149.6%
GOOGL vs INSM
+392.8%
-243.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -1.4% | -2.2% | +0.8% | -1.4% |
| 3M | -5.3% | +33.8% | -39.1% | -6.2% |
| 6M | +9.8% | -7.2% | +17.0% | +9.8% |
| YTD | +8.4% | -25.6% | +34.0% | +8.9% |
| 1Y | +41.2% | -11.2% | +52.4% | +41.3% |
| 3Y | +149.6% | +388.3% | -238.8% | +145.6% |
| All | +149.6% | +392.8% | -243.2% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling