-26.6%
INSM vs ALL
+1,785.2%
-1,811.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | +5.9% | +5.0% | +0.9% | +4.3% |
| 30D | +23.9% | +13.3% | +10.6% | +19.1% |
| 3M | -4.1% | +3.2% | -7.3% | -5.3% |
| 6M | +2.7% | +25.3% | -22.7% | -4.9% |
| YTD | -30.4% | +30.5% | -60.8% | -36.4% |
| 1Y | -36.6% | +29.2% | -65.8% | -41.9% |
| 3Y | +406.9% | +119.1% | +287.8% | +286.5% |
| 5Y | +280.3% | +162.6% | +117.7% | +168.4% |
| 10Y | +738.5% | +378.8% | +359.7% | +392.4% |
| All | -26.6% | +1,785.2% | -1,811.8% | -76.1% |
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 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