+357.6%
INSM vs OVV
+162.8%
+194.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +6.5% | +0.3% | +6.3% | +6.5% |
| 30D | +27.5% | +11.7% | +15.8% | +24.7% |
| 3M | +20.4% | +9.8% | +10.6% | +17.8% |
| 6M | -15.7% | +26.6% | -42.3% | -20.3% |
| YTD | -27.4% | +67.0% | -94.5% | -35.6% |
| 1Y | -11.4% | +55.9% | -67.3% | -20.5% |
| 3Y | +457.8% | +45.5% | +412.3% | +395.9% |
| 5Y | +343.0% | +157.3% | +185.6% | +232.3% |
| 10Y | +848.1% | +65.0% | +783.1% | +487.9% |
| All | +357.6% | +162.8% | +194.8% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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