-44.6%
INFY vs INSM
+375.8%
-420.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | -5.4% | +2.5% | -7.9% | -5.5% |
| 30D | -9.9% | -2.2% | -7.7% | -9.8% |
| 3M | -4.6% | +33.8% | -38.4% | -5.6% |
| 6M | -18.5% | -7.2% | -11.3% | -18.5% |
| YTD | -36.5% | -25.6% | -10.9% | -36.1% |
| 1Y | -32.8% | -11.2% | -21.5% | -32.9% |
| 3Y | -32.2% | +388.3% | -420.5% | -37.3% |
| All | -44.6% | +375.8% | -420.4% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling