+413.6%
ORCL vs INSM
-21.1%
+434.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +6.5% | -1.3% | +4.9% |
| 30D | +10.0% | +27.5% | -17.6% | +8.3% |
| 3M | -32.6% | +20.4% | -53.0% | -33.4% |
| 6M | +4.9% | -15.7% | +20.7% | +5.1% |
| YTD | -17.8% | -27.4% | +9.7% | -17.0% |
| 1Y | -28.0% | -11.4% | -16.6% | -28.3% |
| 3Y | +36.0% | +457.8% | -421.8% | +19.6% |
| 5Y | +88.7% | +343.0% | -254.2% | +66.1% |
| 10Y | +346.9% | +848.1% | -501.2% | +257.9% |
| All | +413.6% | -21.1% | +434.7% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling