-23.3%
INFY vs INSM
-40.6%
+17.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.7% |
| 7D | +1.2% | +13.4% | -12.2% | +1.7% |
| 30D | +13.8% | +5.9% | +7.8% | +13.9% |
| 3M | -2.9% | +11.4% | -14.2% | -2.4% |
| 6M | +2.2% | -21.4% | +23.6% | +1.9% |
| YTD | -29.8% | -36.8% | +7.0% | -31.1% |
| 1Y | -23.3% | -39.8% | +16.5% | -26.5% |
| All | -23.3% | -40.6% | +17.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling