+818.3%
INSM vs IBB
+125.2%
+693.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.6% |
| 7D | +0.5% | -5.2% | +5.7% | +7.7% |
| 30D | -4.0% | +1.5% | -5.4% | -6.3% |
| 3M | +38.5% | +22.1% | +16.4% | +5.7% |
| 6M | -11.5% | +17.7% | -29.3% | -28.3% |
| YTD | -26.9% | +20.2% | -47.0% | -42.7% |
| 1Y | -12.8% | +44.4% | -57.2% | -46.6% |
| 3Y | +384.7% | +61.1% | +323.6% | +146.7% |
| 5Y | +368.8% | +18.5% | +350.3% | +281.8% |
| All | +818.3% | +125.2% | +693.1% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IBB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling