+96.8%
META vs INSM
+416.0%
-319.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.8% |
| 7D | +5.2% | +5.9% | -0.7% | +5.0% |
| 30D | -13.0% | +23.9% | -36.9% | -13.6% |
| 3M | +7.9% | -4.1% | +12.0% | +8.0% |
| 6M | +4.2% | +2.7% | +1.6% | +3.9% |
| YTD | -2.5% | -30.4% | +27.8% | -2.0% |
| 1Y | +5.6% | -36.6% | +42.1% | +6.3% |
| 3Y | +96.8% | +406.9% | -310.1% | +95.8% |
| All | +96.8% | +416.0% | -319.2% | +95.8% |
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