-39.8%
INSM vs EXE
-18.4%
-21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +5.5% |
| 7D | +13.4% | -4.7% | +18.1% | +13.7% |
| 30D | +5.9% | +1.0% | +4.9% | +5.4% |
| 3M | +11.4% | -5.6% | +17.0% | +11.5% |
| 6M | -21.4% | -12.3% | -9.1% | -20.7% |
| YTD | -36.8% | -19.5% | -17.3% | -35.3% |
| 1Y | -39.8% | -18.9% | -20.9% | -37.8% |
| All | -39.8% | -18.4% | -21.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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