+701.9%
INSM vs COO
+41.1%
+660.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +23.9% | +14.2% | +9.7% | +16.3% |
| 3M | -4.1% | -18.2% | +14.1% | +4.3% |
| 6M | +2.7% | +5.3% | -2.7% | -3.3% |
| YTD | -30.4% | -23.6% | -6.8% | -22.8% |
| 1Y | -36.6% | -12.7% | -23.9% | -34.6% |
| 3Y | +406.9% | -24.2% | +431.1% | +413.4% |
| 5Y | +280.3% | -40.0% | +320.3% | +346.2% |
| All | +701.9% | +41.1% | +660.8% | +306.3% |
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