-40.9%
TSCO vs INSM
-11.6%
-29.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.8% | +6.5% | -5.8% | +0.6% |
| 30D | +5.5% | +27.5% | -22.1% | +4.3% |
| 3M | +20.0% | +20.4% | -0.4% | +18.8% |
| 6M | -29.8% | -15.7% | -14.1% | -29.5% |
| YTD | -28.7% | -27.4% | -1.2% | -28.1% |
| 1Y | -40.9% | -11.4% | -29.5% | -42.4% |
| All | -40.9% | -11.6% | -29.3% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling