-37.7%
INSM vs AS
+2.8%
-40.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +9.8% | -3.0% | +12.8% | +10.4% |
| 30D | +22.5% | +9.6% | +13.0% | +20.5% |
| 3M | -8.9% | -8.2% | -0.7% | -7.9% |
| 6M | +16.2% | -9.9% | +26.1% | +16.6% |
| YTD | -30.6% | -16.8% | -13.8% | -30.0% |
| 1Y | -37.7% | +3.0% | -40.6% | -41.0% |
| All | -37.7% | +2.8% | -40.4% | -41.0% |
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