+36.6%
ORLY vs INSM
+392.8%
-356.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -2.4% | +2.5% | -4.8% | -2.3% |
| 30D | -6.8% | -2.2% | -4.6% | -6.8% |
| 3M | -4.8% | +33.8% | -38.5% | -4.6% |
| 6M | -9.1% | -7.2% | -1.9% | -9.0% |
| YTD | -5.9% | -25.6% | +19.7% | -6.0% |
| 1Y | -20.4% | -11.2% | -9.2% | -20.3% |
| 3Y | +36.6% | +388.3% | -351.8% | +42.7% |
| All | +36.6% | +392.8% | -356.2% | +42.7% |
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