+368.8%
ORCL vs INSM
+841.5%
-472.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.7% |
| 7D | +10.9% | +1.7% | +9.2% | +10.8% |
| 30D | +7.0% | -4.4% | +11.4% | +7.2% |
| 3M | -21.2% | +30.0% | -51.2% | -22.7% |
| 6M | +7.4% | -10.0% | +17.4% | +7.3% |
| YTD | -16.3% | -26.0% | +9.7% | -15.4% |
| 1Y | -32.3% | -12.5% | -19.8% | -32.6% |
| 3Y | +32.6% | +390.5% | -357.9% | +15.5% |
| 5Y | +93.1% | +357.7% | -264.6% | +66.0% |
| 10Y | +368.8% | +877.2% | -508.5% | +278.4% |
| All | +368.8% | +841.5% | -472.7% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling