-12.8%
INSM vs D
+15.9%
-28.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.5% |
| 30D | -4.0% | -3.5% | -0.5% | -4.0% |
| 3M | +38.5% | -1.6% | +40.1% | +37.7% |
| 6M | -11.5% | +5.8% | -17.3% | -13.8% |
| YTD | -26.9% | +14.5% | -41.3% | -29.2% |
| 1Y | -12.8% | +14.2% | -26.9% | -17.1% |
| All | -12.8% | +15.9% | -28.7% | -17.1% |
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