-11.4%
INSM vs ARMK
+47.4%
-58.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +6.5% | -2.4% | +8.9% | +7.2% |
| 30D | +27.5% | 0.0% | +27.5% | +27.0% |
| 3M | +20.4% | +6.7% | +13.7% | +16.5% |
| 6M | -15.7% | +38.8% | -54.6% | -26.1% |
| YTD | -27.4% | +55.2% | -82.6% | -35.5% |
| 1Y | -11.4% | +46.6% | -58.0% | -21.1% |
| All | -11.4% | +47.4% | -58.8% | -21.1% |
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