+737.9%
INSM vs ARES
+1,157.9%
-420.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +23.9% | +19.7% | +4.2% | +15.3% |
| 3M | -4.1% | -9.0% | +4.9% | -0.7% |
| 6M | +2.7% | +11.5% | -8.9% | -3.4% |
| YTD | -30.4% | -13.8% | -16.6% | -28.8% |
| 1Y | -36.6% | -5.6% | -31.0% | -37.9% |
| 3Y | +406.9% | +36.1% | +370.8% | +286.5% |
| 5Y | +280.3% | +82.7% | +197.6% | +138.8% |
| 10Y | +738.5% | +1,101.7% | -363.2% | +132.8% |
| All | +737.9% | +1,157.9% | -420.0% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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