+374.4%
INSM vs AG
+72.8%
+301.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.1% | +2.7% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -4.4% | +12.5% | -16.9% | -6.9% |
| 3M | +30.0% | +28.2% | +1.9% | +22.3% |
| 6M | -10.0% | -18.8% | +8.8% | -7.8% |
| YTD | -26.0% | +27.4% | -53.4% | -32.4% |
| 1Y | -12.5% | +132.2% | -144.7% | -31.6% |
| 3Y | +390.5% | +286.9% | +103.6% | +217.1% |
| All | +374.4% | +72.8% | +301.6% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling