+324.7%
INSM vs AS
+123.4%
+201.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +5.9% | -4.9% | +10.8% | +6.8% |
| 30D | +23.9% | +3.9% | +20.0% | +23.1% |
| 3M | -4.1% | -9.6% | +5.5% | -2.7% |
| 6M | +2.7% | -8.7% | +11.4% | +3.6% |
| YTD | -30.4% | -19.8% | -10.5% | -28.6% |
| 1Y | -36.6% | -1.5% | -35.0% | -37.1% |
| All | +324.7% | +123.4% | +201.2% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling