-11.4%
INSM vs APD
+6.0%
-17.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +6.5% | -2.2% | +8.8% | +7.1% |
| 30D | +27.5% | +2.1% | +25.4% | +26.9% |
| 3M | +20.4% | +7.2% | +13.2% | +18.5% |
| 6M | -15.7% | +11.2% | -27.0% | -16.5% |
| YTD | -27.4% | +24.4% | -51.8% | -29.1% |
| 1Y | -11.4% | +6.7% | -18.1% | -5.2% |
| All | -11.4% | +6.0% | -17.4% | -5.2% |
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