-23.5%
INSM vs ALL
+1,728.4%
-1,751.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | -15.7% | +22.3% | -38.1% | -21.1% |
| YTD | -27.4% | +26.5% | -54.0% | -32.9% |
| 1Y | -11.4% | +27.0% | -38.4% | -18.3% |
| 3Y | +457.8% | +149.6% | +308.2% | +308.2% |
| 5Y | +343.0% | +118.1% | +224.9% | +232.2% |
| 10Y | +848.1% | +369.0% | +479.2% | +461.8% |
| All | -23.5% | +1,728.4% | -1,751.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling