-26.6%
INSM vs ARWR
-60.7%
+34.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +5.9% | -17.8% | +23.7% | +6.4% |
| 30D | +23.9% | -18.1% | +42.0% | +24.5% |
| 3M | -4.1% | -44.2% | +40.1% | -2.7% |
| 6M | +2.7% | -38.6% | +41.3% | +3.9% |
| YTD | -30.4% | -28.0% | -2.4% | -29.9% |
| 1Y | -36.6% | +16.1% | -52.7% | -37.0% |
| 3Y | +406.9% | +84.0% | +323.0% | +393.3% |
| 5Y | +280.3% | -35.4% | +315.7% | +278.6% |
| 10Y | +738.5% | +1,043.1% | -304.6% | +682.7% |
| All | -26.6% | -60.7% | +34.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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