+1,540.1%
INSM vs ACM
+230.8%
+1,309.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | -3.7% | +10.3% | +7.9% |
| 30D | +27.5% | -11.1% | +38.6% | +32.0% |
| 3M | +20.4% | -8.0% | +28.4% | +22.8% |
| 6M | -15.7% | -29.7% | +13.9% | -6.0% |
| YTD | -27.4% | -29.4% | +1.9% | -19.7% |
| 1Y | -11.4% | -46.4% | +35.0% | +7.8% |
| 3Y | +457.8% | -22.3% | +480.2% | +480.1% |
| 5Y | +343.0% | +4.5% | +338.5% | +312.1% |
| 10Y | +848.1% | +127.6% | +720.5% | +553.9% |
| All | +1,540.1% | +230.8% | +1,309.3% | +747.1% |
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