-39.9%
JOBY vs INSM
+280.8%
-320.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -8.2% | +0.5% | -8.6% | -8.3% |
| 30D | -25.1% | -4.0% | -21.1% | -24.6% |
| 3M | -28.8% | +38.5% | -67.3% | -33.5% |
| 6M | -36.1% | -11.5% | -24.6% | -36.0% |
| YTD | -52.2% | -26.9% | -25.3% | -50.5% |
| 1Y | -52.4% | -12.8% | -39.6% | -52.7% |
| 3Y | -13.6% | +384.7% | -398.3% | -39.8% |
| 5Y | -32.2% | +368.8% | -401.0% | -56.0% |
| All | -39.9% | +280.8% | -320.8% | -58.1% |
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