+888.2%
INSM vs AR
-27.2%
+915.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +6.5% | +2.5% | +4.0% | +6.0% |
| 30D | +27.5% | +14.8% | +12.7% | +23.9% |
| 3M | +20.4% | +6.2% | +14.1% | +18.5% |
| 6M | -15.7% | +4.3% | -20.0% | -17.1% |
| YTD | -27.4% | +14.4% | -41.8% | -30.2% |
| 1Y | -11.4% | +21.3% | -32.7% | -16.4% |
| 3Y | +457.8% | +39.8% | +418.0% | +396.6% |
| 5Y | +343.0% | +142.1% | +200.9% | +229.3% |
| 10Y | +848.1% | +52.0% | +796.1% | +538.1% |
| All | +888.2% | -27.2% | +915.4% | +627.3% |
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