+388.3%
INSM vs GWW
+89.6%
+298.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.8% |
| 7D | +2.5% | -3.4% | +5.8% | +2.0% |
| 30D | -2.2% | -1.9% | -0.3% | -2.4% |
| 3M | +33.8% | -2.4% | +36.2% | +33.6% |
| 6M | -7.2% | +15.7% | -22.9% | -5.8% |
| YTD | -25.6% | +27.6% | -53.2% | -24.0% |
| 1Y | -11.2% | +27.2% | -38.4% | -9.1% |
| 3Y | +388.3% | +89.7% | +298.7% | +406.8% |
| All | +388.3% | +89.6% | +298.7% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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