+724.7%
QCOM vs INSM
-25.3%
+750.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.0% |
| 7D | +5.5% | +14.4% | -8.9% | +4.8% |
| 30D | -1.1% | +18.8% | -19.9% | -2.1% |
| 3M | +7.6% | -11.3% | +18.9% | +8.2% |
| 6M | -20.1% | +17.9% | -38.0% | -21.2% |
| YTD | +3.0% | -31.3% | +34.4% | +4.2% |
| 1Y | +3.2% | -37.7% | +41.0% | +4.8% |
| 3Y | +48.9% | +403.1% | -354.2% | +30.6% |
| 5Y | +21.1% | +279.3% | -258.3% | +6.8% |
| 10Y | +242.8% | +740.9% | -498.1% | +178.8% |
| All | +724.7% | -25.3% | +750.0% | +449.5% |
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 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