-11.2%
INSM vs AWK
+1.9%
-13.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.6% |
| 7D | +2.5% | -2.1% | +4.6% | +2.4% |
| 30D | -2.2% | +2.1% | -4.2% | -2.1% |
| 3M | +33.8% | +11.4% | +22.4% | +34.7% |
| 6M | -7.2% | +3.9% | -11.1% | -6.7% |
| YTD | -25.6% | +7.7% | -33.3% | -24.5% |
| 1Y | -11.2% | +1.3% | -12.5% | -8.6% |
| All | -11.2% | +1.9% | -13.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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