+701.9%
QCOM vs INSM
-21.1%
+723.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +3.3% | +6.5% | -3.2% | +3.0% |
| 30D | +7.7% | +27.5% | -19.8% | +6.0% |
| 3M | -30.1% | +20.4% | -50.4% | -31.0% |
| 6M | +22.8% | -15.7% | +38.6% | +23.0% |
| YTD | +0.2% | -27.4% | +27.6% | +1.1% |
| 1Y | +7.9% | -11.4% | +19.2% | +7.4% |
| 3Y | +55.8% | +457.8% | -402.0% | +35.9% |
| 5Y | +30.1% | +343.0% | -312.9% | +13.8% |
| 10Y | +248.9% | +848.1% | -599.2% | +181.9% |
| All | +701.9% | -21.1% | +723.0% | +433.1% |
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