+183.5%
INTC vs INSM
-21.9%
+205.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.2% | +9.1% |
| 7D | +17.4% | +2.8% | +14.6% | +17.2% |
| 30D | +2.8% | -4.7% | +7.5% | +3.0% |
| 3M | -5.3% | +32.6% | -37.9% | -7.1% |
| 6M | +140.6% | -10.9% | +151.5% | +140.3% |
| YTD | +183.1% | -28.2% | +211.4% | +186.1% |
| 1Y | +326.8% | -14.9% | +341.6% | +326.1% |
| 3Y | +179.4% | +375.6% | -196.1% | +146.9% |
| 5Y | +111.7% | +349.1% | -237.4% | +85.5% |
| 10Y | +253.8% | +796.6% | -542.7% | +188.0% |
| All | +183.5% | -21.9% | +205.4% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling