+301.0%
TWLO vs INSM
+884.9%
-583.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -7.8% | -2.2% | -5.6% | -7.7% |
| 3M | +10.0% | +33.8% | -23.8% | +5.3% |
| 6M | +79.5% | -7.2% | +86.6% | +77.9% |
| YTD | +59.8% | -25.6% | +85.5% | +62.5% |
| 1Y | +121.7% | -11.2% | +132.9% | +119.1% |
| 3Y | +240.8% | +388.3% | -147.5% | +147.4% |
| 5Y | -33.6% | +376.6% | -410.2% | -52.8% |
| All | +301.0% | +884.9% | -583.9% | +158.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling