+367.9%
INSM vs A
-14.3%
+382.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.7% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +33.8% | +13.6% | +20.2% | +27.1% |
| 6M | -7.2% | +27.8% | -35.0% | -16.4% |
| YTD | -25.6% | +8.6% | -34.3% | -28.7% |
| 1Y | -11.2% | +16.9% | -28.1% | -18.0% |
| 3Y | +388.3% | +32.9% | +355.4% | +295.9% |
| All | +367.9% | -14.3% | +382.2% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling