+17.4%
ISRG vs INSM
+367.2%
-349.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.5% |
| 7D | -5.2% | +2.8% | -8.0% | -5.2% |
| 30D | -7.6% | -4.7% | -2.8% | -7.4% |
| 3M | -16.4% | +32.6% | -49.0% | -17.1% |
| 6M | -28.6% | -10.9% | -17.7% | -28.5% |
| YTD | -38.2% | -28.2% | -9.9% | -37.8% |
| 1Y | -25.5% | -14.9% | -10.6% | -25.5% |
| 3Y | +17.4% | +375.6% | -358.2% | +15.9% |
| All | +17.4% | +367.2% | -349.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling