+248.5%
INSM vs GD
+94.5%
+154.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | +1.6% | -5.0% | +6.6% | +3.4% |
| 30D | +12.5% | +8.9% | +3.5% | +9.2% |
| 3M | -13.7% | -8.0% | -5.6% | -11.2% |
| 6M | -16.5% | +2.9% | -19.4% | -17.5% |
| YTD | -34.3% | +7.1% | -41.3% | -36.0% |
| 1Y | -38.4% | +5.9% | -44.3% | -39.9% |
| 3Y | +379.9% | +53.9% | +326.0% | +288.7% |
| All | +248.5% | +94.5% | +154.0% | +163.6% |
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