+833.7%
INSM vs AON
+204.8%
+628.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.4% |
| 7D | +2.5% | -6.3% | +8.8% | +5.4% |
| 30D | -2.2% | -14.1% | +11.9% | +4.1% |
| 3M | +33.8% | -9.5% | +43.3% | +38.1% |
| 6M | -7.2% | -4.0% | -3.2% | -7.9% |
| YTD | -25.6% | -13.8% | -11.8% | -22.5% |
| 1Y | -11.2% | -18.3% | +7.1% | -5.2% |
| 3Y | +388.3% | -7.2% | +395.5% | +374.2% |
| 5Y | +376.6% | +7.3% | +369.3% | +310.6% |
| All | +833.7% | +204.8% | +628.9% | +314.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling