+225.2%
INSM vs GRAB
-74.7%
+299.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.5% | -12.0% | +12.5% | +2.5% |
| 30D | -4.0% | -19.5% | +15.5% | -0.6% |
| 3M | +38.5% | -8.0% | +46.5% | +39.5% |
| 6M | -11.5% | -22.2% | +10.7% | -8.4% |
| YTD | -26.9% | -39.7% | +12.8% | -21.0% |
| 1Y | -12.8% | -43.2% | +30.4% | -5.4% |
| 3Y | +384.7% | -19.1% | +403.8% | +378.9% |
| 5Y | +368.8% | -72.0% | +440.8% | +371.9% |
| All | +225.2% | -74.7% | +299.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 all: compounded portfolio wealth divided by compounded GRAB 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…
all analysis · Full analysis span regression · 6 months rolling