+2.7%
AA vs INSM
+352.6%
-349.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.7% |
| 7D | -5.4% | +0.5% | -5.9% | -5.4% |
| 30D | -10.7% | -4.0% | -6.7% | -10.3% |
| 3M | -26.2% | +38.5% | -64.7% | -29.5% |
| 6M | -20.9% | -11.5% | -9.4% | -20.8% |
| YTD | -8.6% | -26.9% | +18.2% | -6.7% |
| 1Y | +57.4% | -12.8% | +70.2% | +56.6% |
| 3Y | +77.8% | +384.7% | -306.9% | +40.2% |
| 5Y | +2.7% | +368.8% | -366.1% | -24.1% |
| All | +2.7% | +352.6% | -349.9% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling