+367.9%
INSM vs GWW
+222.0%
+145.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +2.5% | -3.4% | +5.8% | +2.9% |
| 30D | -2.2% | -1.9% | -0.3% | -2.0% |
| 3M | +33.8% | -2.4% | +36.2% | +33.9% |
| 6M | -7.2% | +15.7% | -22.9% | -9.6% |
| YTD | -25.6% | +27.6% | -53.2% | -28.9% |
| 1Y | -11.2% | +27.2% | -38.4% | -15.1% |
| 3Y | +388.3% | +89.7% | +298.7% | +309.0% |
| All | +367.9% | +222.0% | +145.9% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling