+351.6%
ARKK vs INSM
+750.2%
-398.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -4.7% | +0.5% | -5.2% | -4.8% |
| 30D | +3.1% | -4.0% | +7.0% | +3.7% |
| 3M | +13.8% | +38.5% | -24.8% | +6.7% |
| 6M | +14.0% | -11.5% | +25.5% | +13.9% |
| YTD | +8.0% | -26.9% | +34.8% | +11.1% |
| 1Y | +9.9% | -12.8% | +22.7% | +9.1% |
| 3Y | +90.2% | +384.7% | -294.5% | +29.1% |
| 5Y | -29.9% | +368.8% | -398.7% | -52.8% |
| 10Y | +329.1% | +865.7% | -536.6% | +147.3% |
| All | +351.6% | +750.2% | -398.6% | +164.2% |
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