-22.9%
INSM vs AU
+738.5%
-761.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.9% |
| 7D | +0.5% | -7.0% | +7.4% | +1.0% |
| 30D | -4.0% | +7.3% | -11.3% | -4.6% |
| 3M | +38.5% | +33.2% | +5.3% | +35.3% |
| 6M | -11.5% | -0.6% | -10.9% | -12.0% |
| YTD | -26.9% | +26.2% | -53.0% | -28.7% |
| 1Y | -12.8% | +68.3% | -81.0% | -16.8% |
| 3Y | +384.7% | +592.1% | -207.4% | +315.8% |
| 5Y | +368.8% | +685.3% | -316.4% | +295.9% |
| 10Y | +865.7% | +682.5% | +183.2% | +696.8% |
| All | -22.9% | +738.5% | -761.3% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling