-39.8%
INSM vs EXEL
+92.4%
-132.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.3% |
| 7D | +13.4% | +9.8% | +3.7% | +12.1% |
| 30D | +5.9% | +23.6% | -17.7% | +3.2% |
| 3M | +11.4% | +29.9% | -18.5% | +7.2% |
| 6M | -21.4% | +64.7% | -86.1% | -30.0% |
| YTD | -36.8% | +66.0% | -102.8% | -43.9% |
| 1Y | -39.8% | +92.0% | -131.8% | -47.3% |
| All | -39.8% | +92.4% | -132.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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