+739.1%
QCOM vs INSM
-24.5%
+763.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +2.0% | +9.8% | -7.8% | +1.4% |
| 30D | +1.2% | +22.5% | -21.3% | +0.1% |
| 3M | +9.1% | -8.9% | +18.0% | +9.6% |
| 6M | -25.0% | +16.2% | -41.2% | -26.0% |
| YTD | +4.8% | -30.6% | +35.5% | +5.9% |
| 1Y | +3.6% | -37.7% | +41.3% | +5.2% |
| 3Y | +51.5% | +408.4% | -356.9% | +32.8% |
| 5Y | +19.7% | +279.6% | -259.9% | +5.6% |
| 10Y | +245.8% | +735.6% | -489.8% | +181.4% |
| All | +739.1% | -24.5% | +763.7% | +458.8% |
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