-11.4%
INSM vs ACI
-32.3%
+21.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +6.5% | +0.2% | +6.4% | +6.5% |
| 30D | +27.5% | +5.9% | +21.6% | +27.7% |
| 3M | +20.4% | -19.8% | +40.1% | +17.6% |
| 6M | -15.7% | -24.7% | +9.0% | -17.9% |
| YTD | -27.4% | -24.4% | -3.0% | -28.6% |
| 1Y | -11.4% | -31.5% | +20.1% | -8.1% |
| All | -11.4% | -32.3% | +21.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling