-32.3%
ORCL vs INSM
-12.3%
-20.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.5% |
| 7D | +10.9% | +1.7% | +9.2% | +10.9% |
| 30D | +7.0% | -4.4% | +11.4% | +6.9% |
| 3M | -21.2% | +30.0% | -51.2% | -20.2% |
| 6M | +7.4% | -10.0% | +17.4% | +7.7% |
| YTD | -16.3% | -26.0% | +9.7% | -17.7% |
| 1Y | -32.3% | -12.5% | -19.8% | -26.5% |
| All | -32.3% | -12.3% | -20.0% | -26.5% |
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