+357.7%
INSM vs CAPR
+76.3%
+281.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.8% | +3.2% |
| 7D | +1.7% | -12.6% | +14.4% | +2.0% |
| 30D | -4.4% | +124.4% | -128.8% | -6.2% |
| 3M | +30.0% | -66.8% | +96.8% | +31.0% |
| 6M | -10.0% | -71.8% | +61.8% | -9.1% |
| YTD | -26.0% | -70.1% | +44.1% | -25.4% |
| 1Y | -12.5% | +33.3% | -45.8% | -17.3% |
| 3Y | +390.5% | +36.7% | +353.8% | +290.4% |
| 5Y | +357.7% | +72.5% | +285.3% | +194.5% |
| All | +357.7% | +76.3% | +281.4% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling