-11.2%
INSM vs CAPR
+37.0%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.7% |
| 7D | +2.5% | -11.0% | +13.4% | +2.5% |
| 30D | -2.2% | +99.8% | -101.9% | -2.6% |
| 3M | +33.8% | -66.6% | +100.4% | +33.9% |
| 6M | -7.2% | -75.1% | +67.9% | -7.0% |
| YTD | -25.6% | -71.0% | +45.4% | -25.6% |
| 1Y | -11.2% | +30.0% | -41.2% | -10.8% |
| All | -11.2% | +37.0% | -48.2% | -10.8% |
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