+589.5%
KO vs INSM
-20.5%
+610.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +1.6% | -4.0% | +5.6% | +1.6% |
| 3M | +5.8% | +38.5% | -32.8% | +4.7% |
| 6M | +14.3% | -11.5% | +25.8% | +14.3% |
| YTD | +27.3% | -26.9% | +54.2% | +27.8% |
| 1Y | +33.2% | -12.8% | +46.0% | +33.0% |
| 3Y | +64.5% | +384.7% | -320.2% | +55.0% |
| 5Y | +83.1% | +368.8% | -285.7% | +71.6% |
| 10Y | +183.9% | +865.7% | -681.8% | +154.0% |
| All | +589.5% | -20.5% | +610.0% | +455.1% |
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