-39.8%
INSM vs D
+23.9%
-63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +5.0% |
| 7D | +13.4% | +8.5% | +4.9% | +13.0% |
| 30D | +5.9% | +14.3% | -8.4% | +5.7% |
| 3M | +11.4% | +1.8% | +9.6% | +10.8% |
| 6M | -21.4% | +13.0% | -34.5% | -23.4% |
| YTD | -36.8% | +22.7% | -59.5% | -38.0% |
| 1Y | -39.8% | +22.6% | -62.4% | -41.2% |
| All | -39.8% | +23.9% | -63.7% | -41.2% |
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