+337.5%
INSM vs OVV
+158.7%
+178.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -2.0% | +0.4% |
| 7D | +9.8% | +1.2% | +8.5% | +9.5% |
| 30D | +22.5% | -2.5% | +25.0% | +22.9% |
| 3M | -8.9% | +0.5% | -9.4% | -9.5% |
| 6M | +16.2% | +8.5% | +7.8% | +13.3% |
| YTD | -30.6% | +64.5% | -95.1% | -38.5% |
| 1Y | -37.7% | +64.7% | -102.3% | -44.8% |
| 3Y | +408.4% | +54.1% | +354.3% | +345.4% |
| 5Y | +279.6% | +95.4% | +184.2% | +201.8% |
| 10Y | +735.6% | +54.9% | +680.7% | +424.6% |
| All | +337.5% | +158.7% | +178.8% | +153.3% |
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