+355.8%
IBM vs INSM
-21.1%
+376.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +6.5% | -6.8% | -0.6% |
| 30D | +0.3% | +27.5% | -27.3% | -0.9% |
| 3M | -21.6% | +20.4% | -42.0% | -22.4% |
| 6M | -4.7% | -15.7% | +11.0% | -4.6% |
| YTD | -19.1% | -27.4% | +8.4% | -18.5% |
| 1Y | -2.5% | -11.4% | +8.9% | -2.8% |
| 3Y | +74.2% | +457.8% | -383.7% | +57.5% |
| 5Y | +113.1% | +343.0% | -229.8% | +92.6% |
| 10Y | +133.5% | +848.1% | -714.6% | +96.9% |
| All | +355.8% | -21.1% | +376.9% | +239.8% |
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