+385.5%
INSM vs ACI
+25.9%
+359.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.0% |
| 3M | +20.4% | -19.8% | +40.1% | +21.6% |
| 6M | -15.7% | -24.7% | +9.0% | -14.5% |
| YTD | -27.4% | -24.4% | -3.0% | -26.5% |
| 1Y | -11.4% | -31.5% | +20.1% | -9.5% |
| 3Y | +457.8% | -38.7% | +496.5% | +473.3% |
| 5Y | +343.0% | -42.8% | +385.8% | +351.4% |
| All | +385.5% | +25.9% | +359.7% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling