+18.5%
ONDS vs INSM
+225.3%
-206.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.5% | -4.8% |
| 7D | -4.2% | +1.7% | -5.9% | -4.5% |
| 30D | -21.7% | -4.4% | -17.3% | -21.1% |
| 3M | -24.5% | +30.0% | -54.5% | -28.3% |
| 6M | -25.0% | -10.0% | -15.0% | -25.0% |
| YTD | -25.3% | -26.0% | +0.7% | -23.1% |
| 1Y | +33.8% | -12.5% | +46.3% | +33.6% |
| 3Y | +699.3% | +390.5% | +308.9% | +491.8% |
| 5Y | -5.2% | +357.7% | -362.9% | -33.6% |
| All | +18.5% | +225.3% | -206.7% | -7.5% |
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 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