+61.5%
INSM vs ADVB
-96.8%
+158.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.6% | +26.2% | +3.2% |
| 7D | +5.9% | +27.8% | -21.9% | +4.8% |
| 30D | +23.9% | -50.8% | +74.7% | +26.0% |
| 3M | -4.1% | -70.5% | +66.4% | -1.1% |
| 6M | +2.7% | -46.7% | +49.4% | -1.3% |
| YTD | -30.4% | -56.7% | +26.3% | -33.8% |
| 1Y | -36.6% | -71.8% | +35.2% | -36.6% |
| All | +61.5% | -96.8% | +158.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling