+394.0%
INSM vs GD
+58.0%
+336.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | +8.6% | +1.9% | +6.7% | +8.1% |
| 30D | +22.0% | +9.2% | +12.8% | +19.8% |
| 3M | -10.7% | -7.5% | -3.3% | -9.3% |
| 6M | +1.8% | +5.8% | -4.0% | +0.7% |
| YTD | -32.2% | +9.8% | -42.0% | -33.1% |
| 1Y | -39.3% | +5.8% | -45.0% | -39.9% |
| All | +394.0% | +58.0% | +336.0% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling