+433.3%
META vs INSM
+750.4%
-317.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.1% |
| 7D | -0.2% | +9.8% | -10.0% | -1.1% |
| 30D | -15.4% | +22.5% | -37.9% | -17.1% |
| 3M | +5.0% | -8.9% | +13.9% | +5.7% |
| 6M | +5.2% | +16.2% | -11.1% | +2.6% |
| YTD | -4.5% | -30.6% | +26.1% | -2.6% |
| 1Y | +0.6% | -37.7% | +38.3% | +3.5% |
| 3Y | +93.1% | +408.4% | -315.3% | +51.6% |
| 5Y | +93.7% | +279.6% | -185.9% | +53.9% |
| 10Y | +433.3% | +735.6% | -302.3% | +294.6% |
| All | +433.3% | +750.4% | -317.0% | +294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling