-39.8%
INSM vs COMP
+23.8%
-63.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +4.6% |
| 7D | +13.4% | +9.5% | +3.9% | +12.5% |
| 30D | +5.9% | +8.1% | -2.1% | +5.1% |
| 3M | +11.4% | -16.3% | +27.7% | +12.3% |
| 6M | -21.4% | +42.2% | -63.6% | -25.1% |
| YTD | -36.8% | -5.0% | -31.8% | -37.7% |
| 1Y | -39.8% | +20.1% | -59.9% | -43.5% |
| All | -39.8% | +23.8% | -63.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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