+833.7%
INSM vs EXEL
+375.2%
+458.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.6% |
| 7D | +2.5% | -4.9% | +7.4% | +4.6% |
| 30D | -2.2% | +11.4% | -13.6% | -6.5% |
| 3M | +33.8% | +4.9% | +28.9% | +29.4% |
| 6M | -7.2% | +34.4% | -41.6% | -19.2% |
| YTD | -25.6% | +28.0% | -53.7% | -34.3% |
| 1Y | -11.2% | +43.6% | -54.9% | -26.3% |
| 3Y | +388.3% | +155.2% | +233.1% | +186.3% |
| 5Y | +376.6% | +181.2% | +195.5% | +164.1% |
| All | +833.7% | +375.2% | +458.5% | +233.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling