-24.3%
INSM vs APA
+145.3%
-169.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | -4.7% | +15.7% | -20.5% | -8.3% |
| 3M | +32.6% | +16.5% | +16.2% | +27.0% |
| 6M | -10.9% | +35.1% | -46.0% | -18.3% |
| YTD | -28.2% | +82.2% | -110.5% | -39.4% |
| 1Y | -14.9% | +102.5% | -117.3% | -30.7% |
| 3Y | +375.6% | +10.3% | +365.3% | +333.4% |
| 5Y | +349.1% | +166.1% | +183.0% | +204.8% |
| 10Y | +796.6% | -4.9% | +801.4% | +509.2% |
| All | -24.3% | +145.3% | -169.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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