+367.9%
INSM vs ROKU
-52.4%
+420.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | -2.2% | +2.1% | -4.2% | -2.6% |
| 3M | +33.8% | +29.5% | +4.3% | +26.4% |
| 6M | -7.2% | +53.8% | -61.0% | -15.5% |
| YTD | -25.6% | +42.8% | -68.4% | -31.6% |
| 1Y | -11.2% | +60.7% | -72.0% | -20.8% |
| 3Y | +388.3% | +83.9% | +304.4% | +292.9% |
| All | +367.9% | -52.4% | +420.3% | +365.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling