-39.5%
INSM vs COMP
+25.5%
-65.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.9% |
| 7D | +6.2% | +14.5% | -8.3% | +4.7% |
| 30D | +15.4% | +14.9% | +0.5% | +13.6% |
| 3M | -11.4% | -14.2% | +2.8% | -11.1% |
| 6M | +14.6% | +23.7% | -9.2% | +9.7% |
| YTD | -33.3% | +2.1% | -35.4% | -34.8% |
| All | -39.5% | +25.5% | -65.0% | -42.7% |
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