+10.6%
ORCL vs INSM
+388.0%
-377.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | +0.5% | +6.2% | -5.7% | +0.3% |
| 30D | -15.3% | +15.4% | -30.7% | -15.6% |
| 3M | -18.2% | -11.4% | -6.8% | -18.0% |
| 6M | -38.4% | +14.6% | -53.0% | -38.7% |
| YTD | -37.7% | -33.3% | -4.4% | -37.2% |
| 1Y | -49.3% | -38.8% | -10.5% | -48.8% |
| 3Y | +10.6% | +395.7% | -385.1% | +7.6% |
| All | +10.6% | +388.0% | -377.4% | +7.6% |
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 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