+281.8%
QCOM vs INSM
+841.5%
-559.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +4.4% | +1.7% | +2.6% | +4.2% |
| 30D | +9.4% | -4.4% | +13.8% | +9.7% |
| 3M | -13.7% | +30.0% | -43.7% | -15.7% |
| 6M | +28.9% | -10.0% | +38.9% | +28.5% |
| YTD | +4.7% | -26.0% | +30.7% | +5.9% |
| 1Y | +13.5% | -12.5% | +26.0% | +12.8% |
| 3Y | +77.1% | +390.5% | -313.4% | +47.2% |
| 5Y | +38.9% | +357.7% | -318.8% | +13.8% |
| 10Y | +281.8% | +877.2% | -595.5% | +213.2% |
| All | +281.8% | +841.5% | -559.7% | +213.2% |
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