+388.3%
INSM vs GAP
+109.5%
+278.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.6% |
| 7D | +2.5% | -4.1% | +6.6% | +2.6% |
| 30D | -2.2% | +6.2% | -8.4% | -2.5% |
| 3M | +33.8% | -0.7% | +34.5% | +33.7% |
| 6M | -7.2% | -7.1% | 0.0% | -7.0% |
| YTD | -25.6% | -14.1% | -11.6% | -25.3% |
| 1Y | -11.2% | -8.5% | -2.7% | -11.1% |
| 3Y | +388.3% | +115.4% | +273.0% | +330.8% |
| All | +388.3% | +109.5% | +278.9% | +330.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling