+375.0%
INSM vs COMP
+225.1%
+149.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +6.5% | +1.4% | +5.2% | +6.4% |
| 30D | +27.5% | -13.3% | +40.9% | +28.9% |
| 3M | +20.4% | +41.1% | -20.7% | +15.8% |
| 6M | -15.7% | +17.2% | -32.9% | -17.9% |
| YTD | -27.4% | +5.2% | -32.6% | -28.8% |
| 1Y | -11.4% | +18.9% | -30.3% | -14.3% |
| All | +375.0% | +225.1% | +149.8% | +295.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling