+735.6%
INSM vs D
+47.5%
+688.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +9.8% | -2.4% | +12.2% | +10.5% |
| 30D | +22.5% | +9.0% | +13.5% | +19.4% |
| 3M | -8.9% | +1.0% | -9.9% | -9.2% |
| 6M | +16.2% | +11.0% | +5.2% | +11.8% |
| YTD | -30.6% | +19.8% | -50.4% | -34.9% |
| 1Y | -37.7% | +16.0% | -53.6% | -41.0% |
| 3Y | +408.4% | +74.4% | +334.1% | +313.8% |
| 5Y | +279.6% | +13.5% | +266.1% | +256.3% |
| 10Y | +735.6% | +48.4% | +687.3% | +727.9% |
| All | +735.6% | +47.5% | +688.2% | +727.9% |
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