-23.2%
ISRG vs INSM
-38.7%
+15.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | -6.1% | +8.6% | -14.7% | -6.4% |
| 30D | +4.2% | +22.0% | -17.8% | +3.4% |
| 3M | +9.6% | -10.7% | +20.4% | +9.8% |
| 6M | +1.9% | +1.8% | +0.1% | +1.7% |
| YTD | -22.3% | -32.2% | +9.8% | -21.0% |
| 1Y | -23.2% | -39.3% | +16.1% | -22.4% |
| All | -23.2% | -38.7% | +15.5% | -22.4% |
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