+279.3%
INSM vs AR
+87.1%
+192.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.7% |
| 7D | +14.4% | -5.8% | +20.2% | +15.5% |
| 30D | +18.8% | +4.8% | +14.0% | +17.4% |
| 3M | -11.3% | +1.5% | -12.8% | -12.1% |
| 6M | +17.9% | +4.7% | +13.2% | +15.9% |
| YTD | -31.3% | +9.2% | -40.5% | -33.4% |
| 1Y | -37.7% | +11.2% | -48.9% | -39.9% |
| 3Y | +403.1% | +46.2% | +356.9% | +353.1% |
| 5Y | +279.3% | +98.1% | +181.3% | +229.2% |
| All | +279.3% | +87.1% | +192.2% | +229.2% |
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 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