+1,110.2%
JNJ vs INSM
-19.5%
+1,129.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | -3.0% | +1.7% | -4.7% | -3.0% |
| 30D | +2.5% | -4.4% | +6.9% | +2.6% |
| 3M | +13.2% | +30.0% | -16.8% | +12.5% |
| 6M | +11.3% | -10.0% | +21.3% | +11.2% |
| YTD | +31.1% | -26.0% | +57.1% | +31.6% |
| 1Y | +54.3% | -12.5% | +66.8% | +54.2% |
| 3Y | +81.1% | +390.5% | -309.3% | +72.5% |
| 5Y | +82.7% | +357.7% | -275.0% | +73.2% |
| 10Y | +196.5% | +877.2% | -680.8% | +170.6% |
| All | +1,110.2% | -19.5% | +1,129.7% | +941.6% |
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