+301.0%
INSM vs AS
+134.9%
+166.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | +1.6% | +6.9% | -5.3% | +0.5% |
| 30D | +12.5% | +16.0% | -3.5% | +9.8% |
| 3M | -13.7% | -12.8% | -0.8% | -12.0% |
| 6M | -16.5% | -15.4% | -1.2% | -14.7% |
| YTD | -34.3% | -15.7% | -18.5% | -33.1% |
| 1Y | -38.4% | +6.1% | -44.4% | -39.6% |
| All | +301.0% | +134.9% | +166.2% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling