+386.0%
INSM vs IBB
+63.1%
+322.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.9% |
| 7D | +1.7% | -3.9% | +5.6% | +5.4% |
| 30D | -4.4% | +2.7% | -7.2% | -6.9% |
| 3M | +30.0% | +21.4% | +8.7% | +9.0% |
| 6M | -10.0% | +20.1% | -30.1% | -23.2% |
| YTD | -26.0% | +21.9% | -47.9% | -37.7% |
| 1Y | -12.5% | +44.1% | -56.6% | -35.5% |
| All | +386.0% | +63.1% | +322.9% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling