-39.8%
INSM vs SONY
-6.4%
-33.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +4.4% |
| 7D | +13.4% | +2.9% | +10.5% | +12.2% |
| 30D | +5.9% | +10.2% | -4.3% | +1.9% |
| 3M | +11.4% | +16.1% | -4.7% | +4.5% |
| 6M | -21.4% | +32.1% | -53.6% | -29.2% |
| YTD | -36.8% | +1.4% | -38.2% | -42.5% |
| 1Y | -39.8% | -7.0% | -32.8% | -44.6% |
| All | -39.8% | -6.4% | -33.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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