+127.0%
INSM vs IBB
+560.8%
-433.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | +6.5% | +1.4% | +5.1% | +5.2% |
| 30D | +27.5% | +10.5% | +17.0% | +16.3% |
| 3M | +20.4% | +23.6% | -3.3% | -0.6% |
| 6M | -15.7% | +22.6% | -38.4% | -29.3% |
| YTD | -27.4% | +25.7% | -53.1% | -40.7% |
| 1Y | -11.4% | +51.4% | -62.8% | -38.8% |
| 3Y | +457.8% | +64.4% | +393.4% | +254.7% |
| 5Y | +343.0% | +22.1% | +320.8% | +282.7% |
| 10Y | +848.1% | +132.5% | +715.7% | +445.3% |
| All | +127.0% | +560.8% | -433.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling