-39.8%
INSM vs ABCL
+138.2%
-178.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.2% |
| 7D | +13.4% | -10.0% | +23.4% | +14.7% |
| 30D | +5.9% | -10.9% | +16.8% | +7.1% |
| 3M | +11.4% | +101.6% | -90.2% | -1.8% |
| 6M | -21.4% | +167.5% | -189.0% | -32.4% |
| YTD | -36.8% | +259.1% | -295.9% | -45.3% |
| 1Y | -39.8% | +152.2% | -192.0% | -47.0% |
| All | -39.8% | +138.2% | -178.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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