+833.7%
INSM vs GAP
+31.2%
+802.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.0% |
| 7D | +2.5% | -4.1% | +6.6% | +3.4% |
| 30D | -2.2% | +6.2% | -8.4% | -3.9% |
| 3M | +33.8% | -0.7% | +34.5% | +32.9% |
| 6M | -7.2% | -7.1% | 0.0% | -7.1% |
| YTD | -25.6% | -14.1% | -11.6% | -24.8% |
| 1Y | -11.2% | -8.5% | -2.7% | -12.1% |
| 3Y | +388.3% | +115.4% | +273.0% | +245.0% |
| 5Y | +376.6% | +9.8% | +366.8% | +280.7% |
| All | +833.7% | +31.2% | +802.5% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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