-26.8%
INSM vs COO
+1,386.2%
-1,413.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +9.8% | -2.3% | +12.1% | +10.6% |
| 30D | +22.5% | +13.3% | +9.2% | +17.1% |
| 3M | -8.9% | -18.1% | +9.2% | -3.1% |
| 6M | +16.2% | +6.7% | +9.5% | +11.2% |
| YTD | -30.6% | -23.2% | -7.4% | -25.3% |
| 1Y | -37.7% | -12.3% | -25.4% | -36.2% |
| 3Y | +408.4% | -23.6% | +432.0% | +423.0% |
| 5Y | +279.6% | -38.7% | +318.3% | +323.1% |
| 10Y | +735.6% | +42.2% | +693.4% | +604.0% |
| All | -26.8% | +1,386.2% | -1,413.0% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling