-22.9%
INSM vs SONY
+55.7%
-78.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.5% | -5.8% | +6.2% | +2.2% |
| 30D | -4.0% | -0.4% | -3.6% | -4.1% |
| 3M | +38.5% | +13.3% | +25.2% | +33.0% |
| 6M | -11.5% | +8.5% | -20.0% | -13.7% |
| YTD | -26.9% | -8.1% | -18.7% | -25.3% |
| 1Y | -12.8% | -17.9% | +5.1% | -8.4% |
| 3Y | +384.7% | +41.4% | +343.2% | +323.6% |
| 5Y | +368.8% | +9.3% | +359.5% | +340.4% |
| 10Y | +865.7% | +283.0% | +582.7% | +556.9% |
| All | -22.9% | +55.7% | -78.5% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling