+449.4%
TXN vs INSM
-20.5%
+469.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -8.0% | -4.0% | -4.0% | -7.8% |
| 3M | -7.8% | +38.5% | -46.3% | -9.3% |
| 6M | +32.4% | -11.5% | +43.9% | +32.4% |
| YTD | +51.7% | -26.9% | +78.6% | +52.9% |
| 1Y | +44.3% | -12.8% | +57.1% | +44.0% |
| 3Y | +71.3% | +384.7% | -313.4% | +54.5% |
| 5Y | +56.4% | +368.8% | -312.4% | +40.0% |
| 10Y | +410.2% | +865.7% | -455.5% | +331.6% |
| All | +449.4% | -20.5% | +469.8% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling