+2,524.9%
INSM vs GWRE
+741.3%
+1,783.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | -13.2% | +15.7% | +7.0% |
| 30D | -2.2% | -18.6% | +16.4% | +2.6% |
| 3M | +33.8% | +18.9% | +14.9% | +21.5% |
| 6M | -7.2% | -11.0% | +3.8% | -9.5% |
| YTD | -25.6% | -29.9% | +4.3% | -21.8% |
| 1Y | -11.2% | -44.3% | +33.1% | +1.6% |
| 3Y | +388.3% | +51.7% | +336.7% | +244.6% |
| 5Y | +376.6% | +15.4% | +361.2% | +268.7% |
| 10Y | +881.9% | +129.4% | +752.4% | +485.6% |
| All | +2,524.9% | +741.3% | +1,783.6% | +1,306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling