+138.3%
GOOGL vs INSM
+352.6%
-214.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -3.2% | -4.0% | +0.8% | -3.0% |
| 3M | -6.6% | +38.5% | -45.1% | -8.9% |
| 6M | +8.5% | -11.5% | +20.0% | +8.6% |
| YTD | +6.5% | -26.9% | +33.3% | +7.8% |
| 1Y | +39.4% | -12.8% | +52.2% | +39.2% |
| 3Y | +146.2% | +384.7% | -238.5% | +116.2% |
| 5Y | +138.3% | +368.8% | -230.5% | +98.9% |
| All | +138.3% | +352.6% | -214.3% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling