+256.3%
INSM vs COMP
-47.7%
+304.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +6.5% | +1.4% | +5.2% | +6.3% |
| 30D | +27.5% | -13.3% | +40.9% | +29.9% |
| 3M | +20.4% | +41.1% | -20.7% | +13.6% |
| 6M | -15.7% | +17.2% | -32.9% | -19.1% |
| YTD | -27.4% | +5.2% | -32.6% | -29.6% |
| 1Y | -11.4% | +18.9% | -30.3% | -16.3% |
| 3Y | +457.8% | +215.9% | +241.9% | +323.8% |
| 5Y | +343.0% | -31.2% | +374.2% | +341.0% |
| All | +256.3% | -47.7% | +304.0% | +281.3% |
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 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