+133.4%
SLB vs INSM
-26.2%
+159.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +2.6% | +8.6% | -6.0% | +2.1% |
| 30D | +4.4% | +22.0% | -17.6% | +3.1% |
| 3M | -2.7% | -10.7% | +8.0% | -2.3% |
| 6M | -7.5% | +1.8% | -9.3% | -8.1% |
| YTD | +34.8% | -32.2% | +67.0% | +36.6% |
| 1Y | +44.6% | -39.3% | +83.9% | +47.2% |
| 3Y | +3.2% | +397.1% | -394.0% | -9.5% |
| 5Y | +73.6% | +270.6% | -197.0% | +52.8% |
| 10Y | -14.3% | +717.1% | -731.4% | -30.2% |
| All | +133.4% | -26.2% | +159.6% | +64.1% |
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