+373.2%
INSM vs GTLB
-49.8%
+423.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +0.5% | -4.1% | +4.5% | +1.0% |
| 30D | -4.0% | +12.3% | -16.3% | -5.5% |
| 3M | +38.5% | +65.9% | -27.4% | +29.3% |
| 6M | -11.5% | +104.0% | -115.5% | -20.7% |
| YTD | -26.9% | +26.0% | -52.9% | -30.1% |
| 1Y | -12.8% | -3.5% | -9.3% | -13.8% |
| 3Y | +384.7% | -9.6% | +394.3% | +359.7% |
| All | +373.2% | -49.8% | +423.0% | +354.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling