-26.8%
INSM vs ARWR
-59.4%
+32.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | +9.8% | -19.9% | +29.7% | +10.4% |
| 30D | +22.5% | -18.7% | +41.2% | +23.1% |
| 3M | -8.9% | -44.7% | +35.8% | -7.6% |
| 6M | +16.2% | -36.5% | +52.7% | +17.4% |
| YTD | -30.6% | -25.7% | -5.0% | -30.2% |
| 1Y | -37.7% | +18.9% | -56.6% | -38.1% |
| 3Y | +408.4% | +83.1% | +325.3% | +394.7% |
| 5Y | +279.6% | -34.9% | +314.5% | +277.8% |
| 10Y | +735.6% | +1,080.9% | -345.2% | +679.4% |
| All | -26.8% | -59.4% | +32.6% | -35.9% |
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