-11.4%
INSM vs YUM
+5.7%
-17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.5% |
| 7D | +6.5% | -2.0% | +8.6% | +6.2% |
| 30D | +27.5% | -1.1% | +28.6% | +27.7% |
| 3M | +20.4% | +1.8% | +18.6% | +21.2% |
| 6M | -15.7% | -4.7% | -11.0% | -16.0% |
| YTD | -27.4% | +0.6% | -28.0% | -26.4% |
| 1Y | -11.4% | +6.4% | -17.8% | -9.2% |
| All | -11.4% | +5.7% | -17.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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