+406.9%
INSM vs ACM
-9.1%
+416.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.6% |
| 7D | +5.9% | +5.6% | +0.3% | +5.7% |
| 30D | +23.9% | +20.8% | +3.1% | +23.3% |
| 3M | -4.1% | +11.4% | -15.5% | -4.5% |
| 6M | +2.7% | +0.9% | +1.7% | +2.7% |
| YTD | -30.4% | -24.8% | -5.6% | -29.2% |
| 1Y | -36.6% | -46.4% | +9.9% | -35.1% |
| 3Y | +406.9% | -9.2% | +416.2% | +460.5% |
| All | +406.9% | -9.1% | +416.1% | +460.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling