+2,450.2%
MSFT vs INSM
-21.1%
+2,471.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | +6.5% | -9.2% | -3.0% |
| 30D | +2.7% | +27.5% | -24.8% | +1.2% |
| 3M | +17.0% | +20.4% | -3.4% | +15.4% |
| 6M | +23.8% | -15.7% | +39.6% | +24.0% |
| YTD | +4.0% | -27.4% | +31.4% | +4.9% |
| 1Y | -0.8% | -11.4% | +10.6% | -1.3% |
| 3Y | +55.6% | +457.8% | -402.2% | +36.4% |
| 5Y | +72.9% | +343.0% | -270.1% | +51.9% |
| 10Y | +875.8% | +848.1% | +27.7% | +693.4% |
| All | +2,450.2% | -21.1% | +2,471.2% | +1,692.2% |
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