+31.5%
ORCL vs INSM
+366.4%
-334.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +6.5% | -1.3% | +5.1% |
| 30D | +10.0% | +27.5% | -17.6% | +9.2% |
| 3M | -32.6% | +20.4% | -53.0% | -32.9% |
| 6M | +4.9% | -15.7% | +20.7% | +5.2% |
| YTD | -17.8% | -27.4% | +9.7% | -17.2% |
| 1Y | -28.0% | -11.4% | -16.6% | -28.1% |
| All | +31.5% | +366.4% | -334.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling