+1,123.8%
INSM vs CAPR
-99.0%
+1,222.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.9% | +9.6% | +2.8% |
| 7D | +5.9% | +5.9% | 0.0% | +5.7% |
| 30D | +23.9% | +44.6% | -20.7% | +22.7% |
| 3M | -4.1% | +126.4% | -130.5% | -6.3% |
| 6M | +2.7% | -68.6% | +71.3% | +3.4% |
| YTD | -30.4% | -67.0% | +36.6% | -30.0% |
| 1Y | -36.6% | +65.2% | -101.7% | -41.0% |
| 3Y | +406.9% | +235.6% | +171.4% | +348.5% |
| 5Y | +280.3% | +175.4% | +104.9% | +234.4% |
| 10Y | +738.5% | -65.0% | +803.4% | +604.8% |
| All | +1,123.8% | -99.0% | +1,222.9% | +919.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling