+693.8%
INSM vs ARMK
+350.8%
+342.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | +27.5% | 0.0% | +27.5% | +26.9% |
| 3M | +20.4% | +6.7% | +13.7% | +16.6% |
| 6M | -15.7% | +38.8% | -54.6% | -26.5% |
| YTD | -27.4% | +55.2% | -82.6% | -39.7% |
| 1Y | -11.4% | +46.6% | -58.0% | -25.0% |
| 3Y | +457.8% | +112.9% | +344.9% | +290.8% |
| 5Y | +343.0% | +144.0% | +199.0% | +189.1% |
| 10Y | +848.1% | +132.4% | +715.7% | +511.8% |
| All | +693.8% | +350.8% | +342.9% | +364.4% |
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 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