+1,922.0%
INSM vs AGNC
+622.7%
+1,299.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -4.7% | +7.2% | +4.1% |
| 30D | -2.2% | -5.7% | +3.5% | -0.3% |
| 3M | +33.8% | +1.9% | +31.9% | +32.6% |
| 6M | -7.2% | +1.8% | -9.0% | -7.9% |
| YTD | -25.6% | +3.4% | -29.1% | -26.7% |
| 1Y | -11.2% | +13.6% | -24.8% | -15.2% |
| 3Y | +388.3% | +60.4% | +328.0% | +314.0% |
| 5Y | +376.6% | +27.0% | +349.7% | +327.5% |
| 10Y | +881.9% | +83.1% | +798.8% | +692.4% |
| All | +1,922.0% | +622.7% | +1,299.3% | +1,784.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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