-21.7%
ONON vs INSM
+374.4%
-396.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | -2.1% | +2.5% | -4.5% | -2.4% |
| 30D | -11.6% | -2.2% | -9.4% | -11.4% |
| 3M | -30.1% | +33.8% | -63.9% | -33.4% |
| 6M | -30.5% | -7.2% | -23.3% | -31.0% |
| YTD | -41.0% | -25.6% | -15.4% | -39.6% |
| 1Y | -36.7% | -11.2% | -25.5% | -37.4% |
| 3Y | -8.6% | +388.3% | -396.9% | -34.4% |
| All | -21.7% | +374.4% | -396.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling