+62.4%
MSFT vs INSM
+278.6%
-216.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | -1.3% | +5.9% | -7.2% | -1.6% |
| 30D | -1.8% | +23.9% | -25.7% | -3.0% |
| 3M | +5.6% | -4.1% | +9.7% | +5.7% |
| 6M | +29.8% | +2.7% | +27.1% | +29.0% |
| YTD | +9.0% | -30.4% | +39.4% | +10.3% |
| 1Y | +4.9% | -36.6% | +41.5% | +6.6% |
| 3Y | +46.2% | +406.9% | -360.7% | +26.7% |
| All | +62.4% | +278.6% | -216.2% | +39.1% |
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