-41.1%
ACN vs INSM
+375.8%
-416.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | +2.1% | -2.2% | +4.3% | +2.2% |
| 3M | +11.1% | +33.8% | -22.7% | +9.6% |
| 6M | -6.8% | -7.2% | +0.3% | -7.0% |
| YTD | -30.0% | -25.6% | -4.4% | -29.5% |
| 1Y | -23.1% | -11.2% | -11.9% | -23.3% |
| 3Y | -40.4% | +388.3% | -428.7% | -45.8% |
| All | -41.1% | +375.8% | -416.9% | -50.0% |
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