+77.4%
IBM vs INSM
+390.5%
-313.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.3% |
| 7D | +3.6% | +1.7% | +1.8% | +3.5% |
| 30D | +1.5% | -4.4% | +6.0% | +1.6% |
| 3M | -12.9% | +30.0% | -43.0% | -13.3% |
| 6M | -3.9% | -10.0% | +6.1% | -3.9% |
| YTD | -17.3% | -26.0% | +8.6% | -17.1% |
| 1Y | -5.0% | -12.5% | +7.5% | -4.9% |
| All | +77.4% | +390.5% | -313.1% | +77.0% |
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