-23.3%
ONON vs INSM
+366.6%
-389.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -13.1% | -4.0% | -9.1% | -12.7% |
| 3M | -29.3% | +38.5% | -67.9% | -33.0% |
| 6M | -34.5% | -11.5% | -23.0% | -34.5% |
| YTD | -42.2% | -26.9% | -15.4% | -40.7% |
| 1Y | -37.3% | -12.8% | -24.6% | -37.9% |
| 3Y | -9.3% | +384.7% | -394.0% | -35.0% |
| All | -23.3% | +366.6% | -389.9% | -45.6% |
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