+331.8%
ARKK vs INSM
+884.9%
-553.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.4% |
| 7D | -3.1% | +2.5% | -5.5% | -3.5% |
| 30D | +2.7% | -2.2% | +4.9% | +3.0% |
| 3M | +10.8% | +33.8% | -23.0% | +4.6% |
| 6M | +14.4% | -7.2% | +21.5% | +13.5% |
| YTD | +8.7% | -25.6% | +34.3% | +11.5% |
| 1Y | +6.7% | -11.2% | +18.0% | +5.6% |
| 3Y | +87.4% | +388.3% | -300.9% | +28.4% |
| 5Y | -29.5% | +376.6% | -406.1% | -52.2% |
| All | +331.8% | +884.9% | -553.1% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling