+597.7%
INSM vs AG
+439.9%
+157.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +2.8% | +4.5% | -1.7% | +2.3% |
| 30D | -4.7% | +12.9% | -17.6% | -6.0% |
| 3M | +32.6% | +20.9% | +11.7% | +29.4% |
| 6M | -10.9% | -19.5% | +8.7% | -9.7% |
| YTD | -28.2% | +24.8% | -53.0% | -31.0% |
| 1Y | -14.9% | +120.2% | -135.1% | -23.3% |
| 3Y | +375.6% | +279.0% | +96.6% | +296.4% |
| 5Y | +349.1% | +67.9% | +281.2% | +294.0% |
| 10Y | +796.6% | +57.5% | +739.1% | +640.0% |
| All | +597.7% | +439.9% | +157.8% | +330.0% |
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 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