+47.6%
TSLA vs INSM
+375.8%
-328.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +11.6% | -2.2% | +13.8% | +11.8% |
| 3M | -8.4% | +33.8% | -42.2% | -11.9% |
| 6M | -10.4% | -7.2% | -3.2% | -10.9% |
| YTD | -18.7% | -25.6% | +6.9% | -17.3% |
| 1Y | -0.9% | -11.2% | +10.3% | -1.9% |
| 3Y | +33.6% | +388.3% | -354.8% | +6.7% |
| All | +47.6% | +375.8% | -328.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling