+348.8%
INSM vs GD
+97.9%
+250.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +6.5% | -5.3% | +11.8% | +8.5% |
| 30D | +27.5% | -6.4% | +34.0% | +30.5% |
| 3M | +20.4% | +5.7% | +14.7% | +18.1% |
| 6M | -15.7% | -0.9% | -14.8% | -15.6% |
| YTD | -27.4% | +8.2% | -35.6% | -29.5% |
| 1Y | -11.4% | +13.4% | -24.8% | -15.4% |
| 3Y | +457.8% | +68.5% | +389.3% | +337.2% |
| All | +348.8% | +97.9% | +250.9% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling