-65.8%
JOBY vs INSM
-40.6%
-25.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.2% | +3.3% |
| 7D | -0.6% | +13.4% | -14.0% | -2.7% |
| 30D | -12.6% | +5.9% | -18.6% | -13.6% |
| 3M | -36.6% | +11.4% | -48.0% | -38.2% |
| 6M | -43.0% | -21.4% | -21.6% | -42.4% |
| YTD | -61.7% | -36.8% | -24.9% | -61.0% |
| 1Y | -65.8% | -39.8% | -26.0% | -68.4% |
| All | -65.8% | -40.6% | -25.2% | -68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling