-24.3%
INSM vs BEN
+632.1%
-656.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.8% | +4.7% | -1.9% | +0.9% |
| 30D | -4.7% | +2.6% | -7.3% | -5.8% |
| 3M | +32.6% | +11.5% | +21.1% | +26.1% |
| 6M | -10.9% | +35.3% | -46.2% | -21.8% |
| YTD | -28.2% | +48.6% | -76.9% | -39.7% |
| 1Y | -14.9% | +46.7% | -61.5% | -28.4% |
| 3Y | +375.6% | +57.0% | +318.6% | +275.6% |
| 5Y | +349.1% | +41.8% | +307.3% | +261.1% |
| 10Y | +796.6% | +55.2% | +741.3% | +543.0% |
| All | -24.3% | +632.1% | -656.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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