+21,775.7%
ISRG vs INSM
-0.1%
+21,775.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | -2.0% | +5.9% | -7.9% | -2.4% |
| 30D | +5.6% | +23.9% | -18.3% | +4.1% |
| 3M | +10.5% | -4.1% | +14.6% | +10.6% |
| 6M | +2.6% | +2.7% | -0.1% | +1.8% |
| YTD | -21.7% | -30.4% | +8.7% | -20.7% |
| 1Y | -21.6% | -36.6% | +15.0% | -20.2% |
| 3Y | +57.0% | +406.9% | -349.9% | +35.2% |
| 5Y | +25.0% | +280.3% | -255.3% | +8.4% |
| 10Y | +542.1% | +738.5% | -196.4% | +406.7% |
| All | +21,775.7% | -0.1% | +21,775.7% | +15,886.3% |
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