+196.0%
INSM vs ABCL
-81.0%
+276.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.6% |
| 7D | +8.6% | +4.4% | +4.2% | +7.5% |
| 30D | +22.0% | -7.9% | +29.8% | +23.1% |
| 3M | -10.7% | +12.2% | -23.0% | -14.8% |
| 6M | +1.8% | +134.7% | -133.0% | -20.1% |
| YTD | -32.2% | +239.8% | -271.9% | -52.2% |
| 1Y | -39.3% | +192.7% | -232.0% | -55.9% |
| 3Y | +397.1% | +187.6% | +209.5% | +226.8% |
| 5Y | +270.6% | -22.6% | +293.2% | +197.1% |
| All | +196.0% | -81.0% | +276.9% | +164.9% |
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