-21.9%
INSM vs AON
+1,168.1%
-1,190.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +4.2% |
| 7D | +1.7% | -7.9% | +9.6% | +4.3% |
| 30D | -4.4% | -14.6% | +10.2% | +0.1% |
| 3M | +30.0% | -7.9% | +38.0% | +32.4% |
| 6M | -10.0% | -8.0% | -2.0% | -8.9% |
| YTD | -26.0% | -13.2% | -12.8% | -23.9% |
| 1Y | -12.5% | -16.4% | +3.9% | -9.1% |
| 3Y | +390.5% | -6.7% | +397.1% | +384.5% |
| 5Y | +357.7% | +8.0% | +349.7% | +327.3% |
| 10Y | +877.2% | +205.6% | +671.6% | +565.2% |
| All | -21.9% | +1,168.1% | -1,190.1% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling