+386.0%
INSM vs ACGL
+30.4%
+355.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +1.7% | -2.1% | +3.8% | +1.7% |
| 30D | -4.4% | -2.2% | -2.2% | -4.4% |
| 3M | +30.0% | +6.3% | +23.7% | +30.0% |
| 6M | -10.0% | +0.5% | -10.5% | -9.9% |
| YTD | -26.0% | +0.2% | -26.2% | -25.9% |
| 1Y | -12.5% | +7.3% | -19.8% | -12.5% |
| All | +386.0% | +30.4% | +355.7% | +363.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling