+848.0%
INSM vs AR
-28.5%
+876.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +7.4% | -1.5% | +4.3% |
| 30D | +23.9% | +5.8% | +18.1% | +22.1% |
| 3M | -4.1% | +5.2% | -9.3% | -5.7% |
| 6M | +2.7% | +5.4% | -2.8% | +0.6% |
| YTD | -30.4% | +12.4% | -42.8% | -33.2% |
| 1Y | -36.6% | +12.8% | -49.4% | -39.2% |
| 3Y | +406.9% | +47.2% | +359.8% | +345.6% |
| 5Y | +280.3% | +101.1% | +179.1% | +194.5% |
| 10Y | +738.5% | +57.6% | +680.9% | +457.3% |
| All | +848.0% | -28.5% | +876.5% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling