+357.7%
INSM vs COO
-44.2%
+401.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.2% | +9.4% | +4.6% |
| 7D | +1.7% | -9.0% | +10.7% | +3.9% |
| 30D | -4.4% | -16.8% | +12.4% | -0.2% |
| 3M | +30.0% | -7.5% | +37.5% | +31.6% |
| 6M | -10.0% | -16.3% | +6.3% | -6.5% |
| YTD | -26.0% | -22.5% | -3.4% | -21.5% |
| 1Y | -12.5% | -7.0% | -5.5% | -12.1% |
| 3Y | +390.5% | -27.5% | +417.9% | +400.5% |
| 5Y | +357.7% | -43.3% | +401.0% | +392.4% |
| All | +357.7% | -44.2% | +401.9% | +392.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling