+833.7%
INSM vs A
+256.4%
+577.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.2% |
| 7D | +2.5% | -2.6% | +5.1% | +3.9% |
| 30D | -2.2% | -0.9% | -1.3% | -1.9% |
| 3M | +33.8% | +13.6% | +20.2% | +23.6% |
| 6M | -7.2% | +27.8% | -35.0% | -21.0% |
| YTD | -25.6% | +8.6% | -34.3% | -30.8% |
| 1Y | -11.2% | +16.9% | -28.1% | -21.7% |
| 3Y | +388.3% | +32.9% | +355.4% | +266.8% |
| 5Y | +376.6% | -14.1% | +390.7% | +380.8% |
| All | +833.7% | +256.4% | +577.3% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling