-39.8%
INSM vs CAPR
+47.4%
-87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.3% | -2.9% | +5.3% |
| 7D | +13.4% | +43.2% | -29.8% | +13.1% |
| 30D | +5.9% | +14.7% | -8.7% | +5.8% |
| 3M | +11.4% | +113.9% | -102.5% | +10.7% |
| 6M | -21.4% | -73.4% | +51.9% | -21.3% |
| YTD | -36.8% | -69.1% | +32.3% | -36.7% |
| 1Y | -39.8% | +47.2% | -87.0% | -39.3% |
| All | -39.8% | +47.4% | -87.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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