+270.6%
INSM vs CAPR
+192.6%
+78.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.7% | +6.5% | -2.0% |
| 7D | +8.6% | +19.1% | -10.5% | +8.1% |
| 30D | +22.0% | +48.8% | -26.9% | +20.8% |
| 3M | -10.7% | +144.4% | -155.1% | -12.7% |
| 6M | +1.8% | -67.5% | +69.3% | +2.3% |
| YTD | -32.2% | -64.5% | +32.4% | -32.0% |
| 1Y | -39.3% | +74.4% | -113.7% | -42.9% |
| 3Y | +397.1% | +265.7% | +131.4% | +251.9% |
| 5Y | +270.6% | +196.0% | +74.6% | +132.3% |
| All | +270.6% | +192.6% | +78.0% | +132.3% |
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 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