-23.5%
INSM vs D
+752.0%
-775.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +27.5% | -3.6% | +31.1% | +28.9% |
| 3M | +20.4% | -1.0% | +21.4% | +20.3% |
| 6M | -15.7% | +6.3% | -22.0% | -18.2% |
| YTD | -27.4% | +14.7% | -42.1% | -31.6% |
| 1Y | -11.4% | +16.9% | -28.3% | -17.3% |
| 3Y | +457.8% | +56.8% | +401.0% | +353.6% |
| 5Y | +343.0% | +5.2% | +337.8% | +316.6% |
| 10Y | +848.1% | +35.9% | +812.3% | +678.2% |
| All | -23.5% | +752.0% | -775.5% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling