-39.8%
INSM vs GSK
+14.9%
-54.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.0% | +0.3% | +3.1% |
| 7D | +13.4% | +4.9% | +8.5% | +11.1% |
| 30D | +5.9% | +9.9% | -3.9% | +1.4% |
| 3M | +11.4% | +0.2% | +11.2% | +11.2% |
| 6M | -21.4% | +2.3% | -23.8% | -22.5% |
| YTD | -36.8% | +7.1% | -43.9% | -37.8% |
| 1Y | -39.8% | +13.1% | -52.9% | -39.1% |
| All | -39.8% | +14.9% | -54.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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