+72.3%
MSFT vs INSM
+365.8%
-293.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.6% |
| 7D | -1.0% | +1.7% | -2.8% | -1.1% |
| 30D | -2.7% | -4.4% | +1.8% | -2.5% |
| 3M | +22.1% | +30.0% | -7.9% | +20.0% |
| 6M | +20.6% | -10.0% | +30.6% | +20.4% |
| YTD | +2.3% | -26.0% | +28.3% | +3.3% |
| 1Y | -0.5% | -12.5% | +12.0% | -1.0% |
| 3Y | +50.5% | +390.5% | -340.0% | +32.4% |
| 5Y | +72.3% | +357.7% | -285.4% | +45.1% |
| All | +72.3% | +365.8% | -293.5% | +45.1% |
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