+108.3%
META vs INSM
+366.4%
-258.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +6.7% | +6.5% | +0.2% | +6.5% |
| 30D | +4.8% | +27.5% | -22.8% | +3.9% |
| 3M | -1.6% | +20.4% | -22.0% | -2.3% |
| 6M | -7.5% | -15.7% | +8.3% | -7.3% |
| YTD | -6.4% | -27.4% | +21.0% | -5.9% |
| 1Y | -17.3% | -11.4% | -6.0% | -17.6% |
| All | +108.3% | +366.4% | -258.0% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling