+222.8%
INSM vs COMP
-52.0%
+274.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.7% | -5.5% | +3.6% |
| 7D | +1.6% | +13.4% | -11.8% | -0.3% |
| 30D | +12.5% | +11.1% | +1.4% | +10.5% |
| 3M | -13.7% | -18.8% | +5.2% | -11.5% |
| 6M | -16.5% | +10.5% | -27.0% | -18.8% |
| YTD | -34.3% | -3.4% | -30.9% | -35.7% |
| 1Y | -38.4% | +19.7% | -58.1% | -41.8% |
| 3Y | +379.9% | +381.6% | -1.7% | +238.5% |
| 5Y | +242.2% | -17.6% | +259.8% | +222.9% |
| All | +222.8% | -52.0% | +274.8% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling