+1,009.5%
OXY vs INSM
-19.5%
+1,029.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.9% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +4.5% | -4.4% | +8.9% | +4.8% |
| 3M | +8.9% | +30.0% | -21.1% | +6.9% |
| 6M | +12.5% | -10.0% | +22.5% | +12.3% |
| YTD | +50.5% | -26.0% | +76.5% | +51.9% |
| 1Y | +38.6% | -12.5% | +51.1% | +38.3% |
| 3Y | -1.2% | +390.5% | -391.7% | -13.7% |
| 5Y | +161.6% | +357.7% | -196.1% | +126.6% |
| 10Y | +5.3% | +877.2% | -871.9% | -14.1% |
| All | +1,009.5% | -19.5% | +1,029.0% | +672.7% |
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 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