+367.9%
INSM vs IDXX
-26.5%
+394.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.5% | -5.7% | +8.2% | +4.3% |
| 30D | -2.2% | -11.5% | +9.4% | +1.5% |
| 3M | +33.8% | -9.5% | +43.3% | +37.3% |
| 6M | -7.2% | -16.0% | +8.8% | -2.6% |
| YTD | -25.6% | -25.4% | -0.2% | -19.4% |
| 1Y | -11.2% | -21.8% | +10.5% | -5.8% |
| 3Y | +388.3% | +7.0% | +381.3% | +337.7% |
| All | +367.9% | -26.5% | +394.4% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling