+18,727.9%
ORLY vs INSM
-20.5%
+18,748.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -7.6% | -4.0% | -3.6% | -7.5% |
| 3M | -5.5% | +38.5% | -44.0% | -6.8% |
| 6M | -9.7% | -11.5% | +1.8% | -9.7% |
| YTD | -6.2% | -26.9% | +20.6% | -5.7% |
| 1Y | -18.6% | -12.8% | -5.9% | -18.8% |
| 3Y | +33.8% | +384.7% | -350.9% | +22.5% |
| 5Y | +116.5% | +368.8% | -252.3% | +96.4% |
| 10Y | +361.0% | +865.7% | -504.7% | +290.9% |
| All | +18,727.9% | -20.5% | +18,748.3% | +13,996.5% |
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