+374.7%
ISRG vs INSM
+868.6%
-493.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -10.2% | -4.0% | -6.2% | -9.8% |
| 3M | -12.5% | +38.5% | -51.0% | -15.7% |
| 6M | -25.8% | -11.5% | -14.3% | -25.8% |
| YTD | -36.4% | -26.9% | -9.5% | -35.3% |
| 1Y | -19.9% | -12.8% | -7.1% | -20.3% |
| 3Y | +20.9% | +384.7% | -363.8% | -3.0% |
| 5Y | +5.7% | +368.8% | -363.1% | -16.9% |
| All | +374.7% | +868.6% | -493.9% | +257.6% |
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