-39.8%
INSM vs AON
+2.1%
-41.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +5.7% |
| 7D | +13.4% | +9.4% | +4.0% | +14.4% |
| 30D | +5.9% | +27.0% | -21.1% | +9.4% |
| 3M | +11.4% | -3.1% | +14.5% | +10.6% |
| 6M | -21.4% | +10.0% | -31.4% | -20.5% |
| YTD | -36.8% | -1.6% | -35.2% | -36.3% |
| 1Y | -39.8% | +0.9% | -40.7% | -40.0% |
| All | -39.8% | +2.1% | -41.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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