+406.9%
INSM vs APD
+29.7%
+377.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +3.8% | +2.1% | +4.9% |
| 30D | +23.9% | +8.2% | +15.7% | +21.6% |
| 3M | -4.1% | +4.3% | -8.4% | -5.1% |
| 6M | +2.7% | +4.7% | -2.0% | +1.3% |
| YTD | -30.4% | +31.5% | -61.9% | -34.6% |
| 1Y | -36.6% | +23.5% | -60.1% | -39.6% |
| 3Y | +406.9% | +29.1% | +377.8% | +398.5% |
| All | +406.9% | +29.7% | +377.2% | +398.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling