+270.6%
INSM vs ALL
+161.8%
+108.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | +8.6% | 0.0% | +8.6% | +8.5% |
| 30D | +22.0% | +12.8% | +9.2% | +18.6% |
| 3M | -10.7% | +4.7% | -15.4% | -11.9% |
| 6M | +1.8% | +24.9% | -23.2% | -3.1% |
| YTD | -32.2% | +30.0% | -62.1% | -36.0% |
| 1Y | -39.3% | +29.9% | -69.2% | -42.7% |
| 3Y | +397.1% | +117.5% | +279.6% | +309.9% |
| 5Y | +270.6% | +161.7% | +108.9% | +193.4% |
| All | +270.6% | +161.8% | +108.7% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling