+382.9%
IBM vs INSM
-24.3%
+407.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.9% |
| 7D | +1.6% | +5.9% | -4.3% | +1.3% |
| 30D | +9.2% | +23.9% | -14.7% | +8.2% |
| 3M | +4.9% | -4.1% | +9.0% | +5.0% |
| 6M | +16.8% | +2.7% | +14.1% | +16.2% |
| YTD | -14.3% | -30.4% | +16.1% | -13.6% |
| 1Y | -16.7% | -36.6% | +19.8% | -15.8% |
| 3Y | +82.2% | +406.9% | -324.7% | +65.5% |
| 5Y | +149.9% | +280.3% | -130.3% | +127.3% |
| 10Y | +142.6% | +738.5% | -595.9% | +105.5% |
| All | +382.9% | -24.3% | +407.1% | +260.3% |
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