-24.3%
INSM vs EXEL
+137.8%
-162.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -4.7% | +6.7% | -11.4% | -6.2% |
| 3M | +32.6% | +11.5% | +21.2% | +28.3% |
| 6M | -10.9% | +38.8% | -49.7% | -18.2% |
| YTD | -28.2% | +31.6% | -59.8% | -33.5% |
| 1Y | -14.9% | +53.0% | -67.9% | -24.4% |
| 3Y | +375.6% | +160.8% | +214.8% | +258.7% |
| 5Y | +349.1% | +190.1% | +159.0% | +230.8% |
| 10Y | +796.6% | +367.0% | +429.6% | +476.9% |
| All | -24.3% | +137.8% | -162.1% | -71.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling