-23.5%
INSM vs D
+752.0%
-775.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | +1.5% | +5.1% | +6.0% |
| 30D | +27.5% | -2.6% | +30.1% | +28.5% |
| 3M | +20.4% | 0.0% | +20.4% | +19.9% |
| 6M | -15.7% | +7.4% | -23.1% | -18.5% |
| YTD | -27.4% | +15.9% | -43.3% | -31.9% |
| 1Y | -11.4% | +18.1% | -29.5% | -17.6% |
| 3Y | +457.8% | +58.4% | +399.4% | +352.0% |
| 5Y | +343.0% | +5.2% | +337.8% | +316.8% |
| 10Y | +848.1% | +35.9% | +812.3% | +678.6% |
| All | -23.5% | +752.0% | -775.5% | -73.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling