+380.3%
INSM vs EXEL
+160.7%
+219.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | +0.5% | -2.9% | +3.3% | +0.7% |
| 30D | -4.0% | +11.9% | -15.9% | -4.9% |
| 3M | +38.5% | +9.2% | +29.3% | +36.6% |
| 6M | -11.5% | +39.1% | -50.6% | -15.0% |
| YTD | -26.9% | +31.0% | -57.9% | -29.4% |
| 1Y | -12.8% | +52.3% | -65.1% | -17.0% |
| All | +380.3% | +160.7% | +219.6% | +335.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling