+833.7%
INSM vs GWRE
+131.0%
+702.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | -13.2% | +15.7% | +7.2% |
| 30D | -2.2% | -18.6% | +16.4% | +2.7% |
| 3M | +33.8% | +18.9% | +14.9% | +20.3% |
| 6M | -7.2% | -11.0% | +3.8% | -9.7% |
| YTD | -25.6% | -29.9% | +4.3% | -21.0% |
| 1Y | -11.2% | -44.3% | +33.1% | +4.1% |
| 3Y | +388.3% | +51.7% | +336.7% | +212.5% |
| 5Y | +376.6% | +15.4% | +361.2% | +249.6% |
| All | +833.7% | +131.0% | +702.7% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling