+357.7%
INSM vs APD
+25.2%
+332.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.4% |
| 7D | +1.7% | -4.6% | +6.3% | +3.4% |
| 30D | -4.4% | -4.2% | -0.2% | -3.1% |
| 3M | +30.0% | +5.0% | +25.1% | +27.7% |
| 6M | -10.0% | +8.9% | -19.0% | -12.6% |
| YTD | -26.0% | +21.9% | -47.9% | -31.1% |
| 1Y | -12.5% | +5.6% | -18.1% | -14.5% |
| 3Y | +390.5% | +6.9% | +383.6% | +369.1% |
| 5Y | +357.7% | +25.3% | +332.4% | +255.1% |
| All | +357.7% | +25.2% | +332.5% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling