+213.1%
INSM vs ABCL
-81.2%
+294.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -4.7% | +65.1% | -69.8% | -16.7% |
| 3M | +32.6% | +111.1% | -78.4% | +8.8% |
| 6M | -10.9% | +231.6% | -242.5% | -34.9% |
| YTD | -28.2% | +234.5% | -262.7% | -48.5% |
| 1Y | -14.9% | +174.3% | -189.2% | -37.8% |
| 3Y | +375.6% | +111.5% | +264.1% | +238.0% |
| 5Y | +349.1% | -37.3% | +386.4% | +271.7% |
| All | +213.1% | -81.2% | +294.3% | +185.1% |
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