+642.1%
INSM vs ARMK
+327.8%
+314.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +8.6% | +7.1% | +1.4% | +5.6% |
| 30D | +22.0% | -1.6% | +23.6% | +22.4% |
| 3M | -10.7% | -10.5% | -0.2% | -7.3% |
| 6M | +1.8% | +11.8% | -10.0% | -3.9% |
| YTD | -32.2% | +47.3% | -79.4% | -42.7% |
| 1Y | -39.3% | +41.5% | -80.7% | -48.0% |
| 3Y | +397.1% | +95.3% | +301.8% | +260.4% |
| 5Y | +270.6% | +108.1% | +162.4% | +157.4% |
| 10Y | +717.1% | +132.0% | +585.1% | +420.8% |
| All | +642.1% | +327.8% | +314.3% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling