-41.6%
ORCL vs INSM
-37.5%
-4.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.4% |
| 7D | +8.0% | +5.9% | +2.1% | +7.8% |
| 30D | -4.0% | +23.9% | -27.9% | -4.4% |
| 3M | -19.5% | -4.1% | -15.4% | -19.3% |
| 6M | -33.5% | +2.7% | -36.2% | -32.9% |
| YTD | -34.8% | -30.4% | -4.4% | -33.6% |
| 1Y | -41.6% | -36.6% | -5.1% | -40.6% |
| All | -41.6% | -37.5% | -4.1% | -40.6% |
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 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