-39.8%
INSM vs GD
+9.0%
-48.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +6.3% |
| 7D | +13.4% | +3.0% | +10.5% | +12.1% |
| 30D | +5.9% | +10.5% | -4.6% | +2.5% |
| 3M | +11.4% | -5.0% | +16.3% | +13.4% |
| 6M | -21.4% | +5.5% | -26.9% | -23.0% |
| YTD | -36.8% | +10.3% | -47.1% | -37.5% |
| 1Y | -39.8% | +8.2% | -48.0% | -40.3% |
| All | -39.8% | +9.0% | -48.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling