+81.9%
META vs INSM
+241.5%
-159.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.4% |
| 7D | -0.8% | +1.6% | -2.4% | -1.0% |
| 30D | -15.4% | +12.5% | -27.9% | -16.4% |
| 3M | +3.5% | -13.7% | +17.2% | +4.7% |
| 6M | -0.3% | -16.5% | +16.3% | +0.2% |
| YTD | -7.3% | -34.3% | +26.9% | -4.9% |
| 1Y | -1.1% | -38.4% | +37.3% | +1.9% |
| 3Y | +95.1% | +379.9% | -284.8% | +53.5% |
| All | +81.9% | +241.5% | -159.6% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling