+27.4%
WMT vs INSM
-40.6%
+68.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +3.3% |
| 7D | +8.8% | +13.4% | -4.7% | +8.5% |
| 30D | +22.9% | +5.9% | +17.0% | +22.7% |
| 3M | +16.1% | +11.4% | +4.7% | +16.2% |
| 6M | -0.5% | -21.4% | +21.0% | 0.0% |
| YTD | +16.7% | -36.8% | +53.5% | +16.7% |
| 1Y | +27.4% | -39.8% | +67.2% | +32.9% |
| All | +27.4% | -40.6% | +68.0% | +32.9% |
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