+403.1%
INSM vs D
+74.2%
+328.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +14.4% | +2.4% | +12.0% | +13.9% |
| 30D | +18.8% | +10.9% | +7.9% | +16.9% |
| 3M | -11.3% | +2.8% | -14.2% | -11.8% |
| 6M | +17.9% | +12.7% | +5.2% | +14.6% |
| YTD | -31.3% | +20.3% | -51.7% | -34.1% |
| 1Y | -37.7% | +17.1% | -54.9% | -40.0% |
| 3Y | +403.1% | +75.1% | +328.0% | +332.9% |
| All | +403.1% | +74.2% | +328.9% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling