+368.8%
INSM vs AWK
-17.3%
+386.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -4.0% | +2.8% | -6.8% | -4.5% |
| 3M | +38.5% | +11.3% | +27.2% | +35.4% |
| 6M | -11.5% | +6.7% | -18.2% | -12.8% |
| YTD | -26.9% | +9.4% | -36.2% | -28.4% |
| 1Y | -12.8% | +3.7% | -16.5% | -13.7% |
| 3Y | +384.7% | +9.2% | +375.5% | +367.9% |
| 5Y | +368.8% | -15.7% | +384.5% | +357.6% |
| All | +368.8% | -17.3% | +386.1% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling