-11.4%
INSM vs GTLB
+14.4%
-25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.2% |
| 7D | +6.5% | +11.1% | -4.5% | +7.8% |
| 30D | +27.5% | +37.8% | -10.3% | +33.0% |
| 3M | +20.4% | +61.6% | -41.2% | +27.8% |
| 6M | -15.7% | +98.9% | -114.7% | -6.9% |
| YTD | -27.4% | +32.8% | -60.2% | -20.1% |
| 1Y | -11.4% | +14.7% | -26.1% | -3.0% |
| All | -11.4% | +14.4% | -25.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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