+89.1%
INSM vs GLXY
+7.0%
+82.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.0% | +10.2% | +3.5% |
| 7D | +1.7% | +4.5% | -2.8% | +1.4% |
| 30D | -4.4% | +28.8% | -33.3% | -6.0% |
| 3M | +30.0% | -23.0% | +53.1% | +31.3% |
| 6M | -10.0% | +17.0% | -27.0% | -9.9% |
| YTD | -26.0% | +12.5% | -38.5% | -25.9% |
| 1Y | -12.5% | -5.4% | -7.1% | -11.4% |
| All | +89.1% | +7.0% | +82.1% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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