-39.8%
INSM vs AR
+14.7%
-54.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.3% | +11.6% | +5.4% |
| 7D | +13.4% | -11.1% | +24.5% | +13.7% |
| 30D | +5.9% | +7.9% | -2.0% | +5.0% |
| 3M | +11.4% | +4.9% | +6.5% | +10.1% |
| 6M | -21.4% | -5.3% | -16.1% | -21.7% |
| YTD | -36.8% | +8.6% | -45.4% | -38.2% |
| 1Y | -39.8% | +13.7% | -53.5% | -42.2% |
| All | -39.8% | +14.7% | -54.5% | -42.2% |
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