+121.7%
TWLO vs INSM
-11.6%
+133.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -2.4% | +2.5% | -4.9% | -2.3% |
| 30D | -7.8% | -2.2% | -5.6% | -7.8% |
| 3M | +10.0% | +33.8% | -23.8% | +11.1% |
| 6M | +79.5% | -7.2% | +86.6% | +80.6% |
| YTD | +59.8% | -25.6% | +85.5% | +61.4% |
| 1Y | +121.7% | -11.2% | +132.9% | +116.3% |
| All | +121.7% | -11.6% | +133.3% | +116.3% |
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