+388.3%
INSM vs AUR
+84.2%
+304.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | -2.2% | -6.4% | +4.2% | -1.7% |
| 3M | +33.8% | +7.7% | +26.1% | +32.0% |
| 6M | -7.2% | +44.5% | -51.7% | -11.6% |
| YTD | -25.6% | +67.4% | -93.1% | -30.6% |
| 1Y | -11.2% | +15.4% | -26.7% | -14.1% |
| 3Y | +388.3% | +94.8% | +293.5% | +268.7% |
| All | +388.3% | +84.2% | +304.1% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling