+763.7%
INSM vs ARES
+1,181.8%
-418.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.7% | +1.3% | -6.0% | -5.5% |
| 3M | +32.6% | +10.4% | +22.3% | +25.7% |
| 6M | -10.9% | +29.0% | -39.9% | -21.7% |
| YTD | -28.2% | -12.2% | -16.0% | -27.1% |
| 1Y | -14.9% | -18.4% | +3.6% | -11.5% |
| 3Y | +375.6% | +43.2% | +332.4% | +253.2% |
| 5Y | +349.1% | +102.6% | +246.5% | +168.5% |
| 10Y | +796.6% | +1,029.6% | -233.1% | +153.3% |
| All | +763.7% | +1,181.8% | -418.1% | +145.0% |
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