-11.4%
INSM vs ALL
+28.3%
-39.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +27.5% | -1.5% | +29.0% | +28.4% |
| 3M | +20.4% | +23.6% | -3.3% | +18.9% |
| 6M | -15.7% | +22.3% | -38.1% | -16.4% |
| YTD | -27.4% | +26.5% | -54.0% | -28.0% |
| 1Y | -11.4% | +27.0% | -38.4% | -13.5% |
| All | -11.4% | +28.3% | -39.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling