+349.1%
INSM vs ABCL
-39.9%
+389.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.4% |
| 30D | -4.7% | +65.1% | -69.8% | -18.3% |
| 3M | +32.6% | +111.1% | -78.4% | +5.6% |
| 6M | -10.9% | +231.6% | -242.5% | -38.1% |
| YTD | -28.2% | +234.5% | -262.7% | -51.3% |
| 1Y | -14.9% | +174.3% | -189.2% | -41.0% |
| 3Y | +375.6% | +111.5% | +264.1% | +220.3% |
| 5Y | +349.1% | -37.3% | +386.4% | +266.4% |
| All | +349.1% | -39.9% | +389.0% | +266.4% |
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