+40.1%
PYPL vs INSM
+884.9%
-844.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -2.3% | +2.5% | -4.7% | -2.5% |
| 30D | -9.0% | -2.2% | -6.9% | -8.9% |
| 3M | +30.6% | +33.8% | -3.2% | +25.9% |
| 6M | +18.6% | -7.2% | +25.7% | +17.9% |
| YTD | -7.2% | -25.6% | +18.5% | -5.7% |
| 1Y | -19.3% | -11.2% | -8.0% | -19.8% |
| 3Y | -12.3% | +388.3% | -400.6% | -31.8% |
| 5Y | -80.9% | +376.6% | -457.5% | -85.4% |
| All | +40.1% | +884.9% | -844.7% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling