+375.6%
INSM vs COO
-23.3%
+398.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.1% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | -4.7% | -8.8% | +4.1% | -4.8% |
| 3M | +32.6% | +1.3% | +31.3% | +32.3% |
| 6M | -10.9% | -11.6% | +0.7% | -10.8% |
| YTD | -28.2% | -17.4% | -10.8% | -28.1% |
| 1Y | -14.9% | -1.6% | -13.3% | -14.5% |
| 3Y | +375.6% | -22.6% | +398.2% | +315.5% |
| All | +375.6% | -23.3% | +398.9% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling