+395.7%
INSM vs ABCL
+196.9%
+198.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +0.4% |
| 7D | +6.2% | +12.4% | -6.2% | +3.4% |
| 30D | +15.4% | -0.4% | +15.8% | +14.6% |
| 3M | -11.4% | +80.4% | -91.8% | -24.7% |
| 6M | +14.6% | +138.5% | -124.0% | -10.0% |
| YTD | -33.3% | +265.5% | -298.8% | -53.4% |
| 1Y | -38.8% | +219.7% | -258.5% | -56.0% |
| 3Y | +395.7% | +209.4% | +186.3% | +255.3% |
| All | +395.7% | +196.9% | +198.8% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling