-39.8%
INSM vs ARMK
+41.1%
-80.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.5% | +6.2% |
| 7D | +13.4% | -5.8% | +19.2% | +14.8% |
| 30D | +5.9% | -5.3% | +11.2% | +7.0% |
| 3M | +11.4% | -6.7% | +18.1% | +12.1% |
| 6M | -21.4% | +17.4% | -38.8% | -29.7% |
| YTD | -36.8% | +43.0% | -79.8% | -43.7% |
| 1Y | -39.8% | +40.3% | -80.1% | -46.4% |
| All | -39.8% | +41.1% | -80.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling