-39.8%
INSM vs APD
+36.4%
-76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.7% |
| 7D | +13.4% | +3.8% | +9.6% | +12.2% |
| 30D | +5.9% | +14.1% | -8.2% | +2.2% |
| 3M | +11.4% | +8.2% | +3.2% | +8.9% |
| 6M | -21.4% | +7.5% | -29.0% | -23.4% |
| YTD | -36.8% | +31.7% | -68.5% | -39.7% |
| 1Y | -39.8% | +35.1% | -74.9% | -41.4% |
| All | -39.8% | +36.4% | -76.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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