+818.3%
INSM vs AG
+73.4%
+744.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.5% |
| 7D | +0.5% | -5.8% | +6.3% | +1.3% |
| 30D | -4.0% | +6.4% | -10.4% | -5.0% |
| 3M | +38.5% | +28.4% | +10.2% | +32.7% |
| 6M | -11.5% | -24.5% | +12.9% | -9.1% |
| YTD | -26.9% | +21.2% | -48.1% | -30.5% |
| 1Y | -12.8% | +114.1% | -126.9% | -24.4% |
| 3Y | +384.7% | +268.0% | +116.6% | +275.4% |
| 5Y | +368.8% | +67.3% | +301.5% | +286.1% |
| All | +818.3% | +73.4% | +744.9% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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