+216.6%
INSM vs ABCL
-81.3%
+297.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +27.5% | +93.1% | -65.5% | +8.0% |
| 3M | +20.4% | +79.4% | -59.1% | +2.5% |
| 6M | -15.7% | +214.9% | -230.6% | -37.7% |
| YTD | -27.4% | +234.2% | -261.6% | -48.0% |
| 1Y | -11.4% | +174.8% | -186.2% | -35.3% |
| 3Y | +457.8% | +104.5% | +353.3% | +299.4% |
| 5Y | +343.0% | -39.0% | +382.0% | +267.6% |
| All | +216.6% | -81.3% | +297.9% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling