-11.4%
INSM vs AR
+22.7%
-34.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +6.5% | +2.5% | +4.0% | +6.5% |
| 30D | +27.5% | +14.8% | +12.7% | +27.2% |
| 3M | +20.4% | +6.2% | +14.1% | +20.0% |
| 6M | -15.7% | +4.3% | -20.0% | -16.3% |
| YTD | -27.4% | +14.4% | -41.8% | -27.3% |
| 1Y | -11.4% | +21.3% | -32.7% | -7.3% |
| All | -11.4% | +22.7% | -34.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling