-11.4%
INSM vs D
+15.7%
-27.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | +27.5% | -3.6% | +31.1% | +27.5% |
| 3M | +20.4% | -1.0% | +21.4% | +19.5% |
| 6M | -15.7% | +6.3% | -22.0% | -17.9% |
| YTD | -27.4% | +14.7% | -42.1% | -29.6% |
| 1Y | -11.4% | +16.9% | -28.3% | -16.4% |
| All | -11.4% | +15.7% | -27.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling