-28.0%
JOBY vs INSM
+375.8%
-403.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -5.2% | +2.5% | -7.7% | -5.6% |
| 30D | -19.7% | -2.2% | -17.6% | -19.5% |
| 3M | -31.7% | +33.8% | -65.5% | -35.7% |
| 6M | -37.5% | -7.2% | -30.4% | -37.9% |
| YTD | -51.6% | -25.6% | -25.9% | -50.1% |
| 1Y | -53.3% | -11.2% | -42.1% | -53.7% |
| 3Y | -12.2% | +388.3% | -400.6% | -36.7% |
| All | -28.0% | +375.8% | -403.8% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling