+2,301.5%
VALE vs INSM
+344.1%
+1,957.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -1.8% | +1.7% | -3.6% | -2.0% |
| 30D | +6.7% | -4.4% | +11.1% | +7.0% |
| 3M | +4.9% | +30.0% | -25.2% | +2.5% |
| 6M | +3.6% | -10.0% | +13.6% | +3.5% |
| YTD | +21.9% | -26.0% | +47.9% | +23.2% |
| 1Y | +61.6% | -12.5% | +74.1% | +61.1% |
| 3Y | +52.1% | +390.5% | -338.4% | +29.0% |
| 5Y | +43.2% | +357.7% | -314.5% | +19.9% |
| 10Y | +521.5% | +877.2% | -355.7% | +360.0% |
| All | +2,301.5% | +344.1% | +1,957.4% | +1,398.1% |
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