-43.5%
ACN vs INSM
+352.6%
-396.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -7.9% | +0.5% | -8.3% | -7.9% |
| 30D | -1.1% | -4.0% | +2.9% | -0.9% |
| 3M | +5.6% | +38.5% | -32.9% | +4.0% |
| 6M | -9.9% | -11.5% | +1.6% | -9.9% |
| YTD | -32.3% | -26.9% | -5.5% | -31.7% |
| 1Y | -25.3% | -12.8% | -12.5% | -25.5% |
| 3Y | -42.3% | +384.7% | -427.0% | -47.5% |
| 5Y | -43.5% | +368.8% | -412.3% | -52.1% |
| All | -43.5% | +352.6% | -396.1% | -52.1% |
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