-15.2%
INSM vs ABCL
+173.7%
-188.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.6% |
| 30D | -4.7% | +65.1% | -69.8% | -11.9% |
| 3M | +32.6% | +111.1% | -78.4% | +18.6% |
| 6M | -10.9% | +231.6% | -242.5% | -22.0% |
| YTD | -28.2% | +234.5% | -262.7% | -36.8% |
| All | -15.2% | +173.7% | -188.8% | -27.1% |
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 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