+342.7%
INSM vs AS
+120.4%
+222.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.9% |
| 7D | +6.5% | -4.9% | +11.4% | +7.3% |
| 30D | +27.5% | -19.6% | +47.1% | +31.8% |
| 3M | +20.4% | -14.4% | +34.7% | +22.8% |
| 6M | -15.7% | -20.1% | +4.4% | -13.3% |
| YTD | -27.4% | -20.9% | -6.5% | -25.3% |
| 1Y | -11.4% | -21.9% | +10.5% | -9.0% |
| All | +342.7% | +120.4% | +222.3% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling