+64,065.9%
NFLX vs INSM
+494.7%
+63,571.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -5.0% | +2.8% | -7.8% | -5.2% |
| 30D | +3.5% | -4.7% | +8.3% | +3.8% |
| 3M | -7.1% | +32.6% | -39.7% | -9.4% |
| 6M | -22.5% | -10.9% | -11.6% | -22.6% |
| YTD | -18.1% | -28.2% | +10.1% | -17.1% |
| 1Y | -38.3% | -14.9% | -23.5% | -38.5% |
| 3Y | +73.4% | +375.6% | -302.2% | +47.1% |
| 5Y | +26.7% | +349.1% | -322.4% | +6.7% |
| 10Y | +670.3% | +796.6% | -126.2% | +485.9% |
| All | +64,065.9% | +494.7% | +63,571.2% | +41,843.4% |
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