+252.1%
INTC vs INSM
+884.9%
-632.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | +7.5% | +2.5% | +5.0% | +7.2% |
| 30D | +2.0% | -2.2% | +4.1% | +2.1% |
| 3M | -12.0% | +33.8% | -45.8% | -14.8% |
| 6M | +114.5% | -7.2% | +121.7% | +113.4% |
| YTD | +179.0% | -25.6% | +204.6% | +182.9% |
| 1Y | +318.3% | -11.2% | +329.5% | +315.5% |
| 3Y | +171.2% | +388.3% | -217.1% | +121.4% |
| 5Y | +107.6% | +376.6% | -269.1% | +65.8% |
| All | +252.1% | +884.9% | -632.7% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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