+388.3%
INSM vs GWRE
+50.1%
+338.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +2.5% | -13.2% | +15.7% | +3.0% |
| 30D | -2.2% | -18.6% | +16.4% | -1.7% |
| 3M | +33.8% | +18.9% | +14.9% | +31.4% |
| 6M | -7.2% | -11.0% | +3.8% | -6.4% |
| YTD | -25.6% | -29.9% | +4.3% | -22.3% |
| 1Y | -11.2% | -44.3% | +33.1% | -4.0% |
| 3Y | +388.3% | +51.7% | +336.7% | +294.6% |
| All | +388.3% | +50.1% | +338.2% | +294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling