+17,983.8%
ISRG vs INSM
+4.2%
+17,979.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | +6.5% | -8.1% | -2.0% |
| 30D | -2.3% | +27.5% | -29.8% | -4.0% |
| 3M | -12.4% | +20.4% | -32.8% | -13.8% |
| 6M | -26.8% | -15.7% | -11.1% | -26.6% |
| YTD | -35.3% | -27.4% | -7.8% | -34.5% |
| 1Y | -19.3% | -11.4% | -7.9% | -19.6% |
| 3Y | +18.1% | +457.8% | -439.7% | +1.1% |
| 5Y | +2.6% | +343.0% | -340.3% | -11.7% |
| 10Y | +379.4% | +848.1% | -468.7% | +275.8% |
| All | +17,983.8% | +4.2% | +17,979.7% | +13,103.2% |
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 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