-23.5%
INSM vs A
+240.5%
-263.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +6.5% | -1.9% | +8.5% | +7.2% |
| 30D | +27.5% | +6.9% | +20.6% | +24.9% |
| 3M | +20.4% | +9.2% | +11.1% | +16.9% |
| 6M | -15.7% | +25.7% | -41.4% | -22.1% |
| YTD | -27.4% | +11.5% | -39.0% | -30.6% |
| 1Y | -11.4% | +18.4% | -29.8% | -17.1% |
| 3Y | +457.8% | +26.6% | +431.2% | +400.8% |
| 5Y | +343.0% | -12.8% | +355.8% | +343.1% |
| 10Y | +848.1% | +247.2% | +600.9% | +563.6% |
| All | -23.5% | +240.5% | -263.9% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling