-24.3%
INSM vs GAP
+19.2%
-43.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | -4.7% | +9.3% | -14.1% | -6.8% |
| 3M | +32.6% | +6.1% | +26.5% | +30.2% |
| 6M | -10.9% | -2.3% | -8.6% | -11.7% |
| YTD | -28.2% | -10.6% | -17.6% | -28.0% |
| 1Y | -14.9% | -4.4% | -10.4% | -16.2% |
| 3Y | +375.6% | +118.3% | +257.3% | +260.1% |
| 5Y | +349.1% | +12.2% | +336.9% | +273.4% |
| 10Y | +796.6% | +33.7% | +762.8% | +532.7% |
| All | -24.3% | +19.2% | -43.5% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling