-23.5%
INSM vs ARWR
-29.0%
+5.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +6.5% | +1.7% | +4.9% | +6.5% |
| 30D | +27.5% | -0.7% | +28.2% | +27.6% |
| 3M | +20.4% | +14.9% | +5.5% | +19.9% |
| 6M | -15.7% | +32.6% | -48.4% | -16.4% |
| YTD | -27.4% | +30.0% | -57.5% | -28.0% |
| 1Y | -11.4% | +208.4% | -219.8% | -14.2% |
| 3Y | +457.8% | +208.8% | +249.0% | +435.7% |
| 5Y | +343.0% | +27.8% | +315.2% | +333.7% |
| 10Y | +848.1% | +1,107.6% | -259.4% | +777.3% |
| All | -23.5% | -29.0% | +5.5% | -33.9% |
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