+576.9%
INSM vs AG
+255.2%
+321.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.9% |
| 7D | +5.9% | -10.0% | +15.9% | +7.0% |
| 30D | +23.9% | -10.5% | +34.4% | +25.1% |
| 3M | -4.1% | -27.3% | +23.2% | -1.3% |
| 6M | +2.7% | -43.0% | +45.7% | +7.9% |
| YTD | -30.4% | -17.9% | -12.5% | -30.3% |
| 1Y | -36.6% | +11.9% | -48.5% | -38.6% |
| 3Y | +406.9% | +201.8% | +205.1% | +333.9% |
| 5Y | +280.3% | -0.1% | +280.4% | +250.2% |
| 10Y | +738.5% | +72.7% | +665.8% | +597.1% |
| All | +576.9% | +255.2% | +321.7% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling