-39.8%
INSM vs IDXX
-2.6%
-37.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.9% | +1.4% | +4.9% |
| 7D | +13.4% | +24.1% | -10.7% | +11.0% |
| 30D | +5.9% | +32.5% | -26.6% | +2.3% |
| 3M | +11.4% | +18.8% | -7.4% | +10.4% |
| 6M | -21.4% | +24.0% | -45.5% | -22.6% |
| YTD | -36.8% | +3.3% | -40.1% | -36.9% |
| 1Y | -39.8% | -3.3% | -36.6% | -39.4% |
| All | -39.8% | -2.6% | -37.2% | -39.4% |
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