-37.7%
INSM vs D
+16.5%
-54.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +9.8% | -2.4% | +12.2% | +9.9% |
| 30D | +22.5% | +9.0% | +13.5% | +22.4% |
| 3M | -8.9% | +1.0% | -9.9% | -9.5% |
| 6M | +16.2% | +11.0% | +5.2% | +13.3% |
| YTD | -30.6% | +19.8% | -50.4% | -31.5% |
| 1Y | -37.7% | +16.0% | -53.6% | -39.2% |
| All | -37.7% | +16.5% | -54.1% | -39.2% |
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