-23.5%
INSM vs APD
+1,646.1%
-1,669.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +6.5% | -2.2% | +8.8% | +7.7% |
| 30D | +27.5% | +2.1% | +25.4% | +26.4% |
| 3M | +20.4% | +7.2% | +13.2% | +16.2% |
| 6M | -15.7% | +11.2% | -27.0% | -20.0% |
| YTD | -27.4% | +24.4% | -51.8% | -35.0% |
| 1Y | -11.4% | +6.7% | -18.1% | -15.3% |
| 3Y | +457.8% | +9.2% | +448.6% | +405.8% |
| 5Y | +343.0% | +27.4% | +315.6% | +267.4% |
| 10Y | +848.1% | +164.8% | +683.3% | +439.4% |
| All | -23.5% | +1,646.1% | -1,669.5% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling