+248.5%
INSM vs ABCL
-21.8%
+270.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +3.5% |
| 7D | +1.6% | -3.2% | +4.8% | +2.0% |
| 30D | +12.5% | -7.4% | +19.9% | +13.5% |
| 3M | -13.7% | +81.9% | -95.6% | -29.3% |
| 6M | -16.5% | +135.7% | -152.3% | -37.5% |
| YTD | -34.3% | +247.4% | -281.6% | -56.9% |
| 1Y | -38.4% | +162.3% | -200.6% | -56.7% |
| 3Y | +379.9% | +165.5% | +214.4% | +194.7% |
| All | +248.5% | -21.8% | +270.3% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling