-39.8%
INSM vs AUR
-17.4%
-22.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.8% | +5.4% |
| 7D | +13.4% | -19.8% | +33.3% | +14.0% |
| 30D | +5.9% | -29.0% | +35.0% | +7.3% |
| 3M | +11.4% | -43.6% | +55.0% | +14.1% |
| 6M | -21.4% | -36.6% | +15.2% | -19.8% |
| YTD | -36.8% | +6.3% | -43.0% | -35.0% |
| 1Y | -39.8% | -9.0% | -30.8% | -38.5% |
| All | -39.8% | -17.4% | -22.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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