+52.5%
INSM vs ADVB
-97.5%
+150.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +5.1% |
| 7D | +1.6% | -13.9% | +15.5% | +2.0% |
| 30D | +12.5% | -68.1% | +80.6% | +16.2% |
| 3M | -13.7% | -73.4% | +59.7% | -10.7% |
| 6M | -16.5% | -70.8% | +54.3% | -16.8% |
| YTD | -34.3% | -66.1% | +31.8% | -36.8% |
| 1Y | -38.4% | -77.5% | +39.1% | -38.0% |
| All | +52.5% | -97.5% | +150.0% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling