+701.9%
INSM vs ALL
+377.9%
+323.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | +5.9% | +5.0% | +0.9% | +4.0% |
| 30D | +23.9% | +13.3% | +10.6% | +18.1% |
| 3M | -4.1% | +3.2% | -7.3% | -5.5% |
| 6M | +2.7% | +25.3% | -22.7% | -6.3% |
| YTD | -30.4% | +30.5% | -60.8% | -37.5% |
| 1Y | -36.6% | +29.2% | -65.8% | -42.8% |
| 3Y | +406.9% | +119.1% | +287.8% | +257.9% |
| 5Y | +280.3% | +162.6% | +117.7% | +137.9% |
| All | +701.9% | +377.9% | +323.9% | +417.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling