+818.3%
INSM vs D
+38.3%
+780.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | -4.0% | -3.5% | -0.5% | -3.0% |
| 3M | +38.5% | -1.6% | +40.1% | +38.7% |
| 6M | -11.5% | +5.8% | -17.3% | -13.5% |
| YTD | -26.9% | +14.5% | -41.3% | -30.3% |
| 1Y | -12.8% | +14.2% | -26.9% | -16.9% |
| 3Y | +384.7% | +59.0% | +325.7% | +308.1% |
| 5Y | +368.8% | +5.4% | +363.4% | +351.1% |
| All | +818.3% | +38.3% | +780.1% | +863.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling