-39.8%
INSM vs ROKU
+53.8%
-93.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +5.1% |
| 7D | +13.4% | +4.8% | +8.6% | +12.7% |
| 30D | +5.9% | +6.1% | -0.2% | +5.1% |
| 3M | +11.4% | +10.5% | +0.9% | +9.8% |
| 6M | -21.4% | +29.2% | -50.6% | -24.1% |
| YTD | -36.8% | +50.0% | -86.8% | -42.0% |
| 1Y | -39.8% | +53.4% | -93.2% | -43.7% |
| All | -39.8% | +53.8% | -93.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling