-41.5%
ACHR vs INSM
+226.2%
-267.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +4.9% | +2.8% | +2.1% | +4.4% |
| 30D | +4.3% | -4.7% | +9.0% | +5.0% |
| 3M | +1.7% | +32.6% | -30.9% | -3.4% |
| 6M | -6.9% | -10.9% | +4.0% | -6.9% |
| YTD | -22.5% | -28.2% | +5.8% | -20.0% |
| 1Y | -31.5% | -14.9% | -16.6% | -31.5% |
| 3Y | -14.4% | +375.6% | -390.0% | -33.7% |
| 5Y | -41.6% | +349.1% | -390.7% | -57.5% |
| All | -41.5% | +226.2% | -267.7% | -56.7% |
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