+388.3%
INSM vs AU
+577.5%
-189.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.5% | -4.3% | +6.7% | +3.1% |
| 30D | -2.2% | +7.3% | -9.5% | -3.4% |
| 3M | +33.8% | +26.3% | +7.5% | +28.1% |
| 6M | -7.2% | +1.8% | -8.9% | -8.8% |
| YTD | -25.6% | +26.8% | -52.5% | -30.1% |
| 1Y | -11.2% | +66.7% | -77.9% | -20.8% |
| 3Y | +388.3% | +579.1% | -190.7% | +221.8% |
| All | +388.3% | +577.5% | -189.1% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling