+701.9%
INSM vs ACGL
+324.4%
+377.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +5.9% | +2.2% | +3.7% | +5.1% |
| 30D | +23.9% | +12.3% | +11.6% | +18.9% |
| 3M | -4.1% | +11.8% | -15.9% | -8.0% |
| 6M | +2.7% | +17.5% | -14.8% | -3.6% |
| YTD | -30.4% | +14.3% | -44.7% | -34.2% |
| 1Y | -36.6% | +18.2% | -54.7% | -40.9% |
| 3Y | +406.9% | +33.2% | +373.8% | +335.3% |
| 5Y | +280.3% | +174.3% | +106.0% | +127.1% |
| All | +701.9% | +324.4% | +377.5% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling