+833.7%
INSM vs GNRC
+448.8%
+384.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -2.2% | -15.7% | +13.6% | +3.6% |
| 3M | +33.8% | -27.3% | +61.1% | +46.9% |
| 6M | -7.2% | -12.1% | +4.9% | -6.3% |
| YTD | -25.6% | +37.1% | -62.8% | -37.8% |
| 1Y | -11.2% | -0.5% | -10.8% | -17.5% |
| 3Y | +388.3% | +61.5% | +326.8% | +246.8% |
| 5Y | +376.6% | -58.6% | +435.2% | +488.7% |
| All | +833.7% | +448.8% | +384.9% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling