+227.6%
INSM vs COMP
-49.2%
+276.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.7% |
| 7D | +6.2% | +14.5% | -8.3% | +4.1% |
| 30D | +15.4% | +14.9% | +0.5% | +12.9% |
| 3M | -11.4% | -14.2% | +2.8% | -9.9% |
| 6M | +14.6% | +23.7% | -9.2% | +9.4% |
| YTD | -33.3% | +2.1% | -35.4% | -35.3% |
| 1Y | -38.8% | +26.2% | -65.0% | -42.6% |
| 3Y | +395.7% | +470.9% | -75.2% | +240.2% |
| 5Y | +258.9% | -14.0% | +272.9% | +236.9% |
| All | +227.6% | -49.2% | +276.8% | +250.8% |
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