+818.3%
INSM vs APD
+168.7%
+649.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +0.5% | -3.5% | +3.9% | +2.1% |
| 30D | -4.0% | -5.1% | +1.1% | -1.7% |
| 3M | +38.5% | +6.9% | +31.7% | +33.8% |
| 6M | -11.5% | +8.1% | -19.6% | -14.8% |
| YTD | -26.9% | +21.2% | -48.1% | -33.7% |
| 1Y | -12.8% | +4.9% | -17.6% | -15.8% |
| 3Y | +384.7% | +6.3% | +378.4% | +346.8% |
| 5Y | +368.8% | +24.3% | +344.5% | +282.9% |
| All | +818.3% | +168.7% | +649.6% | +372.0% |
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