+835.0%
INSM vs AR
-30.5%
+865.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.5% |
| 7D | +14.4% | -5.8% | +20.2% | +15.7% |
| 30D | +18.8% | +4.8% | +14.0% | +17.2% |
| 3M | -11.3% | +1.5% | -12.8% | -12.2% |
| 6M | +17.9% | +4.7% | +13.2% | +15.6% |
| YTD | -31.3% | +9.2% | -40.5% | -33.7% |
| 1Y | -37.7% | +11.2% | -48.9% | -40.2% |
| 3Y | +403.1% | +46.2% | +356.9% | +342.8% |
| 5Y | +279.3% | +98.1% | +181.3% | +194.7% |
| 10Y | +740.9% | +54.5% | +686.3% | +461.2% |
| All | +835.0% | -30.5% | +865.5% | +591.0% |
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 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