+64.3%
TWLO vs INSM
-40.6%
+104.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | +0.2% |
| 7D | -15.9% | +13.4% | -29.3% | -15.2% |
| 30D | -29.0% | +5.9% | -35.0% | -28.6% |
| 3M | +10.0% | +11.4% | -1.4% | +10.8% |
| 6M | +12.6% | -21.4% | +34.0% | +12.9% |
| YTD | +50.1% | -36.8% | +86.9% | +51.2% |
| 1Y | +64.3% | -39.8% | +104.1% | +60.0% |
| All | +64.3% | -40.6% | +104.9% | +60.0% |
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 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