+833.7%
INSM vs TECH
+189.9%
+643.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -2.2% | 0.0% | -2.1% | -2.1% |
| 3M | +33.8% | +33.7% | +0.1% | +16.1% |
| 6M | -7.2% | +34.9% | -42.1% | -22.4% |
| YTD | -25.6% | +23.2% | -48.8% | -35.9% |
| 1Y | -11.2% | +36.3% | -47.5% | -28.5% |
| 3Y | +388.3% | +2.3% | +386.1% | +318.5% |
| 5Y | +376.6% | -42.9% | +419.5% | +482.8% |
| All | +833.7% | +189.9% | +643.7% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling