+2,573.6%
MSFT vs INSM
-24.3%
+2,597.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.9% |
| YTD | +9.0% | -30.4% | +39.4% | +10.0% |
| 1Y | +4.9% | -36.6% | +41.5% | +6.3% |
| 3Y | +46.2% | +406.9% | -360.7% | +28.8% |
| 5Y | +62.1% | +280.3% | -218.2% | +43.5% |
| 10Y | +899.6% | +738.5% | +161.1% | +717.1% |
| All | +2,573.6% | -24.3% | +2,597.8% | +1,780.3% |
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