+375.0%
INSM vs D
+63.9%
+311.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.5% | +1.5% | +5.1% | +6.3% |
| 30D | +27.5% | -2.6% | +30.1% | +27.9% |
| 3M | +20.4% | 0.0% | +20.4% | +20.0% |
| 6M | -15.7% | +7.4% | -23.1% | -17.1% |
| YTD | -27.4% | +15.9% | -43.3% | -29.5% |
| 1Y | -11.4% | +18.1% | -29.5% | -14.3% |
| All | +375.0% | +63.9% | +311.1% | +320.3% |
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