+753.5%
INSM vs OTIS
+91.8%
+661.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -4.4% | -4.3% | -0.1% | -3.4% |
| 3M | +30.0% | -2.2% | +32.2% | +30.6% |
| 6M | -10.0% | -19.9% | +9.9% | -5.0% |
| YTD | -26.0% | -19.3% | -6.7% | -22.2% |
| 1Y | -12.5% | -19.6% | +7.1% | -8.0% |
| 3Y | +390.5% | -11.5% | +402.0% | +387.8% |
| 5Y | +357.7% | -16.8% | +374.5% | +349.2% |
| All | +753.5% | +91.8% | +661.7% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling