+375.1%
META vs INSM
+801.7%
-426.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +6.0% | +2.8% | +3.3% | +5.8% |
| 30D | +3.6% | -4.7% | +8.3% | +4.0% |
| 3M | +4.9% | +32.6% | -27.7% | +1.3% |
| 6M | -4.7% | -10.9% | +6.2% | -4.8% |
| YTD | -6.9% | -28.2% | +21.3% | -5.1% |
| 1Y | -18.2% | -14.9% | -3.3% | -18.6% |
| 3Y | +107.8% | +375.6% | -267.8% | +64.4% |
| 5Y | +63.9% | +349.1% | -285.2% | +27.9% |
| 10Y | +375.1% | +796.6% | -421.5% | +241.2% |
| All | +375.1% | +801.7% | -426.7% | +241.2% |
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