-37.7%
INSM vs ABCL
+198.8%
-236.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +14.4% | +2.3% | +12.1% | +14.0% |
| 30D | +18.8% | -0.7% | +19.5% | +18.2% |
| 3M | -11.3% | +33.4% | -44.7% | -16.4% |
| 6M | +17.9% | +137.8% | -119.9% | +0.1% |
| YTD | -31.3% | +264.3% | -295.7% | -41.9% |
| 1Y | -37.7% | +209.2% | -246.9% | -46.3% |
| All | -37.7% | +198.8% | -236.5% | -46.3% |
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