-11.4%
INSM vs IDXX
-16.0%
+4.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +6.5% | -3.5% | +10.1% | +7.2% |
| 30D | +27.5% | -8.4% | +36.0% | +29.6% |
| 3M | +20.4% | -5.2% | +25.6% | +21.6% |
| 6M | -15.7% | -17.5% | +1.7% | -13.7% |
| YTD | -27.4% | -20.9% | -6.6% | -25.7% |
| 1Y | -11.4% | -16.4% | +5.0% | -8.1% |
| All | -11.4% | -16.0% | +4.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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