-10.5%
ISRG vs INSM
-40.6%
+30.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.3% | +4.1% | +9.2% |
| 7D | +8.5% | +13.4% | -4.9% | +8.0% |
| 30D | +18.6% | +5.9% | +12.7% | +18.2% |
| 3M | +30.9% | +11.4% | +19.5% | +30.2% |
| 6M | +6.6% | -21.4% | +28.0% | +7.7% |
| YTD | -14.9% | -36.8% | +21.9% | -12.6% |
| 1Y | -10.5% | -39.8% | +29.3% | -10.2% |
| All | -10.5% | -40.6% | +30.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling