+233.2%
INSM vs COMP
-52.8%
+285.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | +8.6% | +8.9% | -0.3% | +7.1% |
| 30D | +22.0% | +14.0% | +8.0% | +19.4% |
| 3M | -10.7% | -21.1% | +10.4% | -8.2% |
| 6M | +1.8% | +20.1% | -18.3% | -2.3% |
| YTD | -32.2% | -5.0% | -27.1% | -33.5% |
| 1Y | -39.3% | +5.7% | -44.9% | -41.5% |
| 3Y | +397.1% | +412.2% | -15.1% | +246.6% |
| 5Y | +270.6% | -12.1% | +282.7% | +243.8% |
| All | +233.2% | -52.8% | +285.9% | +260.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling