-11.2%
INSM vs AU
+72.0%
-83.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.5% | -4.3% | +6.7% | +3.0% |
| 30D | -2.2% | +7.3% | -9.5% | -3.3% |
| 3M | +33.8% | +26.3% | +7.5% | +28.4% |
| 6M | -7.2% | +1.8% | -8.9% | -9.5% |
| YTD | -25.6% | +26.8% | -52.5% | -30.3% |
| 1Y | -11.2% | +66.7% | -77.9% | -21.5% |
| All | -11.2% | +72.0% | -83.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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