+263.4%
INFY vs INSM
-19.1%
+282.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 6M | -18.5% | -7.2% | -11.3% | -18.7% |
| YTD | -36.5% | -25.6% | -10.9% | -36.2% |
| 1Y | -32.8% | -11.2% | -21.5% | -33.0% |
| 3Y | -32.2% | +388.3% | -420.5% | -38.0% |
| 5Y | -44.7% | +376.6% | -421.3% | -49.8% |
| 10Y | +82.3% | +881.9% | -799.5% | +55.2% |
| All | +263.4% | -19.1% | +282.5% | +193.4% |
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