+833.7%
INSM vs COO
+17.0%
+816.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +2.5% | -22.5% | +25.0% | +14.5% |
| 30D | -2.2% | -29.7% | +27.6% | +14.6% |
| 3M | +33.8% | -20.1% | +53.9% | +45.9% |
| 6M | -7.2% | -26.9% | +19.7% | +5.2% |
| YTD | -25.6% | -34.2% | +8.6% | -11.2% |
| 1Y | -11.2% | -21.3% | +10.0% | -4.3% |
| 3Y | +388.3% | -38.7% | +427.0% | +454.0% |
| 5Y | +376.6% | -52.2% | +428.9% | +535.4% |
| All | +833.7% | +17.0% | +816.7% | +498.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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