-39.8%
INSM vs AS
+3.3%
-43.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.4% |
| 7D | +13.4% | +13.8% | -0.3% | +10.9% |
| 30D | +5.9% | +16.7% | -10.7% | +3.1% |
| 3M | +11.4% | -11.5% | +22.9% | +13.0% |
| 6M | -21.4% | -5.5% | -15.9% | -21.7% |
| YTD | -36.8% | -14.2% | -22.6% | -36.5% |
| 1Y | -39.8% | +2.1% | -41.9% | -42.9% |
| All | -39.8% | +3.3% | -43.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling