+36.2%
QCOM vs INSM
+342.6%
-306.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.8% |
| 30D | +4.3% | -4.7% | +9.0% | +4.6% |
| 3M | -19.6% | +32.6% | -52.2% | -21.6% |
| 6M | +29.5% | -10.9% | +40.4% | +29.2% |
| YTD | +3.4% | -28.2% | +31.6% | +4.9% |
| 1Y | +10.9% | -14.9% | +25.8% | +10.5% |
| 3Y | +74.8% | +375.6% | -300.8% | +47.2% |
| 5Y | +36.2% | +349.1% | -312.9% | +9.5% |
| All | +36.2% | +342.6% | -306.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling