+192.5%
JNJ vs INSM
+884.9%
-692.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -3.5% | +2.5% | -6.0% | -3.6% |
| 30D | +2.3% | -2.2% | +4.5% | +2.4% |
| 3M | +12.0% | +33.8% | -21.8% | +10.9% |
| 6M | +10.5% | -7.2% | +17.6% | +10.3% |
| YTD | +30.4% | -25.6% | +56.0% | +31.0% |
| 1Y | +52.1% | -11.2% | +63.4% | +51.9% |
| 3Y | +77.8% | +388.3% | -310.5% | +66.9% |
| 5Y | +82.9% | +376.6% | -293.8% | +70.0% |
| All | +192.5% | +884.9% | -692.3% | +163.8% |
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