+283.0%
ORCL vs INSM
-25.3%
+308.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -6.5% | +14.4% | -20.9% | -7.2% |
| 30D | -16.6% | +18.8% | -35.3% | -17.4% |
| 3M | -21.6% | -11.3% | -10.3% | -21.2% |
| 6M | -39.4% | +17.9% | -57.3% | -40.2% |
| YTD | -38.7% | -31.3% | -7.3% | -38.0% |
| 1Y | -50.4% | -37.7% | -12.6% | -49.6% |
| 3Y | +8.1% | +403.1% | -395.0% | -4.4% |
| 5Y | +34.5% | +279.3% | -244.8% | +19.3% |
| 10Y | +246.0% | +740.9% | -494.9% | +178.9% |
| All | +283.0% | -25.3% | +308.3% | +165.6% |
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 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