+388.3%
INSM vs SONY
+42.2%
+346.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +2.5% | -2.7% | +5.2% | +3.1% |
| 30D | -2.2% | +1.5% | -3.7% | -2.7% |
| 3M | +33.8% | +13.0% | +20.8% | +29.9% |
| 6M | -7.2% | +11.2% | -18.4% | -9.6% |
| YTD | -25.6% | -6.6% | -19.0% | -25.9% |
| 1Y | -11.2% | -18.1% | +6.9% | -10.0% |
| 3Y | +388.3% | +42.1% | +346.3% | +343.2% |
| All | +388.3% | +42.2% | +346.1% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling