+343.8%
INSM vs AR
+148.0%
+195.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | -4.7% | +12.6% | -17.3% | -6.9% |
| 3M | +32.6% | +10.0% | +22.6% | +29.9% |
| 6M | -10.9% | +0.6% | -11.5% | -11.5% |
| YTD | -28.2% | +13.4% | -41.6% | -30.5% |
| 1Y | -14.9% | +21.7% | -36.6% | -19.2% |
| 3Y | +375.6% | +45.8% | +329.8% | +329.7% |
| All | +343.8% | +148.0% | +195.8% | +252.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling