-28.0%
ORCL vs INSM
-11.6%
-16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +6.5% | -1.3% | +5.4% |
| 30D | +10.0% | +27.5% | -17.6% | +10.7% |
| 3M | -32.6% | +20.4% | -53.0% | -31.8% |
| 6M | +4.9% | -15.7% | +20.7% | +5.0% |
| YTD | -17.8% | -27.4% | +9.7% | -18.9% |
| 1Y | -28.0% | -11.4% | -16.6% | -22.5% |
| All | -28.0% | -11.6% | -16.4% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling