+1,527.5%
META vs INSM
+4,269.9%
-2,742.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +6.7% | +6.5% | +0.2% | +6.0% |
| 30D | +4.8% | +27.5% | -22.8% | +1.7% |
| 3M | -1.6% | +20.4% | -22.0% | -4.1% |
| 6M | -7.5% | -15.7% | +8.3% | -7.1% |
| YTD | -6.4% | -27.4% | +21.0% | -4.7% |
| 1Y | -17.3% | -11.4% | -6.0% | -18.1% |
| 3Y | +109.9% | +457.8% | -347.9% | +61.6% |
| 5Y | +65.4% | +343.0% | -277.6% | +28.7% |
| 10Y | +391.8% | +848.1% | -456.3% | +231.7% |
| All | +1,527.5% | +4,269.9% | -2,742.4% | +1,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling