-11.4%
INSM vs A
+21.7%
-33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +6.5% | -1.9% | +8.5% | +6.8% |
| 30D | +27.5% | +6.9% | +20.6% | +26.3% |
| 3M | +20.4% | +9.2% | +11.1% | +19.0% |
| 6M | -15.7% | +25.7% | -41.4% | -18.5% |
| YTD | -27.4% | +11.5% | -39.0% | -28.6% |
| 1Y | -11.4% | +18.4% | -29.8% | -15.0% |
| All | -11.4% | +21.7% | -33.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling