+147.9%
OXY vs INSM
+375.8%
-227.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +2.8% | +2.5% | +0.4% | +2.7% |
| 30D | +5.5% | -2.2% | +7.6% | +5.5% |
| 3M | +11.3% | +33.8% | -22.5% | +9.3% |
| 6M | +11.6% | -7.2% | +18.8% | +11.3% |
| YTD | +51.6% | -25.6% | +77.2% | +52.7% |
| 1Y | +36.2% | -11.2% | +47.4% | +35.7% |
| 3Y | +1.7% | +388.3% | -386.6% | -8.2% |
| All | +147.9% | +375.8% | -227.9% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling