+349.1%
INSM vs D
+8.5%
+340.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | -4.7% | -0.7% | -4.0% | -4.6% |
| 3M | +32.6% | +2.1% | +30.5% | +31.7% |
| 6M | -10.9% | +6.8% | -17.7% | -12.5% |
| YTD | -28.2% | +16.5% | -44.8% | -30.9% |
| 1Y | -14.9% | +19.2% | -34.0% | -18.5% |
| 3Y | +375.6% | +61.9% | +313.7% | +320.5% |
| 5Y | +349.1% | +6.5% | +342.5% | +351.1% |
| All | +349.1% | +8.5% | +340.5% | +351.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling