+833.7%
INSM vs AGI
+392.3%
+441.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +2.5% | -2.7% | +5.2% | +2.7% |
| 30D | -2.2% | +7.2% | -9.4% | -2.8% |
| 3M | +33.8% | +4.3% | +29.5% | +32.9% |
| 6M | -7.2% | -27.1% | +19.9% | -5.3% |
| YTD | -25.6% | -6.6% | -19.0% | -25.7% |
| 1Y | -11.2% | +9.5% | -20.8% | -12.6% |
| 3Y | +388.3% | +208.4% | +179.9% | +348.2% |
| 5Y | +376.6% | +401.6% | -25.0% | +328.9% |
| All | +833.7% | +392.3% | +441.4% | +754.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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