+1,473.5%
INSM vs ACM
+252.1%
+1,221.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.4% |
| 7D | +5.9% | +5.6% | +0.3% | +3.9% |
| 30D | +23.9% | +20.8% | +3.1% | +15.9% |
| 3M | -4.1% | +11.4% | -15.5% | -8.2% |
| 6M | +2.7% | +0.9% | +1.7% | +1.0% |
| YTD | -30.4% | -24.8% | -5.6% | -24.8% |
| 1Y | -36.6% | -46.4% | +9.9% | -22.9% |
| 3Y | +406.9% | -9.2% | +416.2% | +397.2% |
| 5Y | +280.3% | +5.0% | +275.3% | +252.9% |
| 10Y | +738.5% | +130.6% | +607.9% | +472.3% |
| All | +1,473.5% | +252.1% | +1,221.4% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling