+199.5%
INSM vs ABCL
-79.6%
+279.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +14.4% | +2.3% | +12.1% | +13.7% |
| 30D | +18.8% | -0.7% | +19.5% | +18.0% |
| 3M | -11.3% | +33.4% | -44.7% | -18.6% |
| 6M | +17.9% | +137.8% | -119.9% | -7.8% |
| YTD | -31.3% | +264.3% | -295.7% | -52.3% |
| 1Y | -37.7% | +209.2% | -246.9% | -55.3% |
| 3Y | +403.1% | +208.4% | +194.7% | +225.9% |
| 5Y | +279.3% | -11.9% | +291.2% | +197.8% |
| All | +199.5% | -79.6% | +279.1% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling