+777.4%
WMT vs INSM
-19.5%
+796.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -0.2% | +1.7% | -2.0% | -0.3% |
| 30D | -5.8% | -4.4% | -1.4% | -5.8% |
| 3M | -10.8% | +30.0% | -40.8% | -11.3% |
| 6M | -14.3% | -10.0% | -4.3% | -14.4% |
| YTD | -4.4% | -26.0% | +21.6% | -4.1% |
| 1Y | +4.3% | -12.5% | +16.8% | +4.2% |
| 3Y | +100.1% | +390.5% | -290.4% | +91.7% |
| 5Y | +130.8% | +357.7% | -226.9% | +120.4% |
| 10Y | +433.7% | +877.2% | -443.5% | +392.7% |
| All | +777.4% | -19.5% | +796.9% | +682.1% |
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