-24.3%
INSM vs GSK
+177.4%
-201.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | 0.0% |
| 7D | +2.8% | -4.2% | +7.0% | +4.6% |
| 30D | -4.7% | -7.5% | +2.8% | -1.7% |
| 3M | +32.6% | -3.3% | +35.9% | +34.4% |
| 6M | -10.9% | -9.3% | -1.5% | -7.3% |
| YTD | -28.2% | +1.6% | -29.8% | -29.1% |
| 1Y | -14.9% | +25.5% | -40.3% | -23.2% |
| 3Y | +375.6% | +49.3% | +326.3% | +284.9% |
| 5Y | +349.1% | +46.7% | +302.4% | +260.7% |
| 10Y | +796.6% | +76.8% | +719.7% | +568.6% |
| All | -24.3% | +177.4% | -201.7% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling