+51.4%
PYPL vs INSM
+431.1%
-379.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +2.7% | +6.5% | -3.9% | +2.0% |
| 30D | -4.9% | +27.5% | -32.4% | -7.8% |
| 3M | +28.9% | +20.4% | +8.5% | +25.4% |
| 6M | +18.2% | -15.7% | +34.0% | +18.8% |
| YTD | -5.0% | -27.4% | +22.4% | -3.2% |
| 1Y | -18.8% | -11.4% | -7.4% | -19.4% |
| 3Y | -12.6% | +457.8% | -470.4% | -34.7% |
| 5Y | -80.8% | +343.0% | -423.7% | -85.5% |
| 10Y | +49.9% | +848.1% | -798.2% | -1.5% |
| All | +51.4% | +431.1% | -379.7% | +11.8% |
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