+102.3%
INTC vs INSM
+352.6%
-250.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | +9.4% | +0.5% | +9.0% | +9.4% |
| 30D | +2.7% | -4.0% | +6.7% | +2.9% |
| 3M | -6.3% | +38.5% | -44.8% | -9.1% |
| 6M | +114.5% | -11.5% | +126.0% | +114.3% |
| YTD | +171.9% | -26.9% | +198.7% | +175.8% |
| 1Y | +305.0% | -12.8% | +317.8% | +303.3% |
| 3Y | +168.3% | +384.7% | -216.3% | +131.6% |
| 5Y | +102.3% | +368.8% | -266.5% | +63.8% |
| All | +102.3% | +352.6% | -250.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling