+701.9%
INSM vs APD
+191.9%
+509.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +3.8% | +2.1% | +4.0% |
| 30D | +23.9% | +8.2% | +15.7% | +19.5% |
| 3M | -4.1% | +4.3% | -8.4% | -6.1% |
| 6M | +2.7% | +4.7% | -2.0% | +0.3% |
| YTD | -30.4% | +31.5% | -61.9% | -39.3% |
| 1Y | -36.6% | +23.5% | -60.1% | -43.2% |
| 3Y | +406.9% | +29.1% | +377.8% | +326.5% |
| 5Y | +280.3% | +15.9% | +264.4% | +228.0% |
| All | +701.9% | +191.9% | +509.9% | +299.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling