-14.8%
PYPL vs INSM
+390.5%
-405.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.0% |
| 7D | -4.3% | +1.7% | -6.1% | -4.4% |
| 30D | -11.5% | -4.4% | -7.0% | -11.3% |
| 3M | +26.1% | +30.0% | -3.9% | +24.6% |
| 6M | +13.7% | -10.0% | +23.7% | +13.5% |
| YTD | -9.8% | -26.0% | +16.1% | -9.5% |
| 1Y | -22.1% | -12.5% | -9.6% | -22.3% |
| All | -14.8% | +390.5% | -405.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling