+367.9%
INSM vs OTIS
-17.8%
+385.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +2.5% | -3.0% | +5.4% | +3.4% |
| 30D | -2.2% | -6.0% | +3.8% | -0.4% |
| 3M | +33.8% | -0.9% | +34.7% | +33.8% |
| 6M | -7.2% | -17.3% | +10.2% | -2.0% |
| YTD | -25.6% | -19.6% | -6.1% | -21.0% |
| 1Y | -11.2% | -21.0% | +9.8% | -5.3% |
| 3Y | +388.3% | -12.1% | +400.4% | +371.7% |
| All | +367.9% | -17.8% | +385.6% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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