+5,069.4%
MO vs INSM
-19.5%
+5,088.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.4% |
| 30D | +3.6% | -4.4% | +8.0% | +3.6% |
| 3M | -3.7% | +30.0% | -33.8% | -4.2% |
| 6M | +4.5% | -10.0% | +14.5% | +4.5% |
| YTD | +21.5% | -26.0% | +47.5% | +21.8% |
| 1Y | +9.5% | -12.5% | +22.0% | +9.4% |
| 3Y | +93.6% | +390.5% | -296.9% | +86.4% |
| 5Y | +97.5% | +357.7% | -260.2% | +89.5% |
| 10Y | +111.2% | +877.2% | -766.1% | +97.1% |
| All | +5,069.4% | -19.5% | +5,088.9% | +4,592.0% |
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