+3,634.0%
PANW vs INSM
+3,407.0%
+227.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | -14.6% | -2.2% | -12.4% | -14.5% |
| 3M | +18.3% | +33.8% | -15.5% | +14.6% |
| 6M | +100.5% | -7.2% | +107.6% | +99.2% |
| YTD | +79.5% | -25.6% | +105.1% | +81.6% |
| 1Y | +66.7% | -11.2% | +78.0% | +65.4% |
| 3Y | +161.2% | +388.3% | -227.1% | +110.6% |
| 5Y | +322.2% | +376.6% | -54.5% | +233.9% |
| 10Y | +1,273.8% | +881.9% | +391.9% | +832.2% |
| All | +3,634.0% | +3,407.0% | +227.0% | +2,434.0% |
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