+361.0%
ORLY vs INSM
+884.9%
-523.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.4% | +2.5% | -4.8% | -2.5% |
| 30D | -6.8% | -2.2% | -4.6% | -6.7% |
| 3M | -4.8% | +33.8% | -38.5% | -6.2% |
| 6M | -9.1% | -7.2% | -1.9% | -9.3% |
| YTD | -5.9% | -25.6% | +19.7% | -5.3% |
| 1Y | -20.4% | -11.2% | -9.2% | -20.6% |
| 3Y | +36.6% | +388.3% | -351.8% | +23.4% |
| 5Y | +117.3% | +376.6% | -259.3% | +93.3% |
| All | +361.0% | +884.9% | -523.8% | +283.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling