+367.9%
INSM vs AIG
+53.2%
+314.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.5% | -1.2% | +3.6% | +2.8% |
| 30D | -2.2% | -1.1% | -1.1% | -1.9% |
| 3M | +33.8% | +0.7% | +33.1% | +33.3% |
| 6M | -7.2% | -2.2% | -5.0% | -6.9% |
| YTD | -25.6% | -10.8% | -14.8% | -23.7% |
| 1Y | -11.2% | -2.0% | -9.2% | -11.7% |
| 3Y | +388.3% | +34.8% | +353.5% | +323.3% |
| All | +367.9% | +53.2% | +314.7% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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