+368.8%
INSM vs GSK
+47.2%
+321.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | +0.5% | -5.4% | +5.9% | +1.9% |
| 30D | -4.0% | -4.6% | +0.6% | -2.8% |
| 3M | +38.5% | -5.1% | +43.6% | +40.4% |
| 6M | -11.5% | -11.4% | -0.1% | -9.0% |
| YTD | -26.9% | +0.7% | -27.6% | -26.9% |
| 1Y | -12.8% | +23.0% | -35.8% | -16.4% |
| 3Y | +384.7% | +48.0% | +336.7% | +321.3% |
| 5Y | +368.8% | +48.2% | +320.6% | +266.5% |
| All | +368.8% | +47.2% | +321.6% | +266.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling