+357.7%
INSM vs ACM
+2.7%
+355.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.7% |
| 30D | -4.4% | -12.7% | +8.2% | -1.0% |
| 3M | +30.0% | -9.8% | +39.8% | +33.0% |
| 6M | -10.0% | -31.4% | +21.4% | +0.6% |
| YTD | -26.0% | -32.1% | +6.1% | -17.5% |
| 1Y | -12.5% | -47.8% | +35.3% | +7.1% |
| 3Y | +390.5% | -22.1% | +412.6% | +386.9% |
| 5Y | +357.7% | +1.8% | +355.9% | +271.7% |
| All | +357.7% | +2.7% | +355.0% | +271.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling