+388.3%
INSM vs EXE
+15.6%
+372.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +2.5% | -3.1% | +5.6% | +3.1% |
| 30D | -2.2% | -0.9% | -1.3% | -2.1% |
| 3M | +33.8% | +9.6% | +24.2% | +31.1% |
| 6M | -7.2% | -11.6% | +4.4% | -5.2% |
| YTD | -25.6% | -12.6% | -13.1% | -24.1% |
| 1Y | -11.2% | +1.2% | -12.4% | -12.6% |
| 3Y | +388.3% | +18.0% | +370.3% | +367.4% |
| All | +388.3% | +15.6% | +372.7% | +367.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling