+388.3%
INSM vs YUM
+17.9%
+370.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.5% |
| 7D | +2.5% | -6.1% | +8.5% | +2.0% |
| 30D | -2.2% | -5.8% | +3.7% | -2.5% |
| 3M | +33.8% | -7.6% | +41.4% | +33.3% |
| 6M | -7.2% | -9.1% | +2.0% | -7.6% |
| YTD | -25.6% | -5.5% | -20.1% | -25.7% |
| 1Y | -11.2% | -3.7% | -7.5% | -11.2% |
| 3Y | +388.3% | +17.8% | +370.5% | +374.3% |
| All | +388.3% | +17.9% | +370.5% | +374.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling