+403.1%
INSM vs AR
+42.3%
+360.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.6% |
| 7D | +14.4% | -5.8% | +20.2% | +15.6% |
| 30D | +18.8% | +4.8% | +14.0% | +17.1% |
| 3M | -11.3% | +1.5% | -12.8% | -12.3% |
| 6M | +17.9% | +4.7% | +13.2% | +15.4% |
| YTD | -31.3% | +9.2% | -40.5% | -34.1% |
| 1Y | -37.7% | +11.2% | -48.9% | -40.7% |
| 3Y | +403.1% | +46.2% | +356.9% | +337.0% |
| All | +403.1% | +42.3% | +360.8% | +337.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling