+386.0%
INSM vs APD
+6.4%
+379.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.3% |
| 7D | +1.7% | -4.6% | +6.3% | +2.7% |
| 30D | -4.4% | -4.2% | -0.2% | -3.6% |
| 3M | +30.0% | +5.0% | +25.1% | +28.7% |
| 6M | -10.0% | +8.9% | -19.0% | -11.3% |
| YTD | -26.0% | +21.9% | -47.9% | -28.6% |
| 1Y | -12.5% | +5.6% | -18.1% | -13.2% |
| All | +386.0% | +6.4% | +379.6% | +352.2% |
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 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