+306.9%
INSM vs AS
+142.2%
+164.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +1.0% |
| 7D | +6.2% | +5.8% | +0.4% | +5.2% |
| 30D | +15.4% | +15.4% | +0.1% | +12.7% |
| 3M | -11.4% | -11.9% | +0.4% | -9.9% |
| 6M | +14.6% | -9.9% | +24.5% | +15.7% |
| YTD | -33.3% | -13.1% | -20.2% | -32.5% |
| 1Y | -38.8% | +9.9% | -48.7% | -40.4% |
| All | +306.9% | +142.2% | +164.7% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling