+1,610.8%
INSM vs AWK
+967.2%
+643.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | -4.7% | +4.4% | -9.2% | -6.2% |
| 3M | +32.6% | +15.4% | +17.3% | +25.8% |
| 6M | -10.9% | +3.5% | -14.4% | -12.4% |
| YTD | -28.2% | +9.8% | -38.0% | -31.1% |
| 1Y | -14.9% | +3.0% | -17.8% | -16.7% |
| 3Y | +375.6% | +9.7% | +365.9% | +345.0% |
| 5Y | +349.1% | -17.2% | +366.2% | +364.7% |
| 10Y | +796.6% | +126.1% | +670.5% | +497.7% |
| All | +1,610.8% | +967.2% | +643.6% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling