+297.2%
INSM vs EXEL
+281.2%
+16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +5.9% | -0.8% | +6.7% | +6.1% |
| 30D | +23.9% | +13.1% | +10.8% | +19.2% |
| 3M | -4.1% | +36.3% | -40.4% | -12.7% |
| 6M | +2.7% | +34.5% | -31.8% | -7.5% |
| YTD | -30.4% | +57.4% | -87.8% | -40.6% |
| 1Y | -36.6% | +62.9% | -99.5% | -46.6% |
| 3Y | +406.9% | +229.5% | +177.4% | +174.6% |
| All | +297.2% | +281.2% | +16.0% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling