+13,503.3%
GOOGL vs INSM
+1,005.2%
+12,498.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.9% |
| 30D | -4.4% | -4.7% | +0.3% | -4.2% |
| 3M | -6.8% | +32.6% | -39.4% | -8.7% |
| 6M | +13.6% | -10.9% | +24.4% | +13.5% |
| YTD | +8.3% | -28.2% | +36.6% | +9.5% |
| 1Y | +44.9% | -14.9% | +59.8% | +44.8% |
| 3Y | +150.5% | +375.6% | -225.1% | +118.9% |
| 5Y | +137.7% | +349.1% | -211.4% | +105.9% |
| 10Y | +750.9% | +796.6% | -45.6% | +579.7% |
| All | +13,503.3% | +1,005.2% | +12,498.1% | +9,701.1% |
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 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