+681.4%
NFLX vs INSM
+884.9%
-203.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | +4.3% | -2.2% | +6.5% | +4.4% |
| 3M | -4.8% | +33.8% | -38.6% | -7.9% |
| 6M | -18.4% | -7.2% | -11.3% | -18.9% |
| YTD | -17.4% | -25.6% | +8.2% | -16.3% |
| 1Y | -35.7% | -11.2% | -24.5% | -36.1% |
| 3Y | +73.8% | +388.3% | -314.5% | +38.1% |
| 5Y | +29.3% | +376.6% | -347.4% | +0.8% |
| All | +681.4% | +884.9% | -203.4% | +496.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling