+740.9%
INSM vs ACGL
+332.0%
+408.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +14.4% | +1.3% | +13.2% | +13.9% |
| 30D | +18.8% | +14.2% | +4.6% | +13.3% |
| 3M | -11.3% | +11.1% | -22.4% | -14.8% |
| 6M | +17.9% | +16.4% | +1.5% | +11.0% |
| YTD | -31.3% | +13.8% | -45.1% | -35.0% |
| 1Y | -37.7% | +21.6% | -59.3% | -42.6% |
| 3Y | +403.1% | +33.5% | +369.6% | +331.2% |
| 5Y | +279.3% | +174.8% | +104.5% | +126.1% |
| 10Y | +740.9% | +330.4% | +410.5% | +194.6% |
| All | +740.9% | +332.0% | +408.9% | +194.6% |
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