-39.8%
INSM vs ACM
-46.6%
+6.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +5.3% |
| 7D | +13.4% | +9.5% | +3.9% | +13.4% |
| 30D | +5.9% | +14.7% | -8.8% | +6.0% |
| 3M | +11.4% | -9.5% | +20.9% | +11.7% |
| 6M | -21.4% | -18.0% | -3.4% | -20.7% |
| YTD | -36.8% | -27.3% | -9.5% | -35.4% |
| 1Y | -39.8% | -47.0% | +7.2% | -38.5% |
| All | -39.8% | -46.6% | +6.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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