+279.0%
INSM vs COO
-38.7%
+317.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +9.8% | -2.3% | +12.1% | +10.3% |
| 30D | +22.5% | +13.3% | +9.2% | +19.0% |
| 3M | -8.9% | -18.1% | +9.2% | -4.9% |
| 6M | +16.2% | +6.7% | +9.5% | +12.2% |
| YTD | -30.6% | -23.2% | -7.4% | -26.5% |
| 1Y | -37.7% | -12.3% | -25.4% | -36.5% |
| 3Y | +408.4% | -23.6% | +432.0% | +398.6% |
| All | +279.0% | -38.7% | +317.7% | +312.9% |
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 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