+368.8%
INSM vs EXE
+99.3%
+269.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +0.5% | -2.2% | +2.7% | +1.0% |
| 30D | -4.0% | -0.8% | -3.2% | -3.9% |
| 3M | +38.5% | +10.0% | +28.5% | +35.4% |
| 6M | -11.5% | -6.3% | -5.2% | -10.6% |
| YTD | -26.9% | -10.7% | -16.2% | -25.5% |
| 1Y | -12.8% | +2.7% | -15.5% | -14.3% |
| 3Y | +384.7% | +19.1% | +365.6% | +354.3% |
| 5Y | +368.8% | +105.4% | +263.4% | +295.3% |
| All | +368.8% | +99.3% | +269.5% | +295.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling