-11.4%
INSM vs GNRC
+6.8%
-18.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | +6.5% | +1.9% | +4.6% | +6.5% |
| 30D | +27.5% | -13.8% | +41.4% | +27.6% |
| 3M | +20.4% | -32.6% | +53.0% | +20.6% |
| 6M | -15.7% | -15.2% | -0.6% | -15.2% |
| YTD | -27.4% | +37.4% | -64.8% | -24.6% |
| 1Y | -11.4% | +5.1% | -16.5% | -12.1% |
| All | -11.4% | +6.8% | -18.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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