-27.6%
INSM vs IP
+175.2%
-202.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +14.4% | 0.0% | +14.4% | +14.4% |
| 30D | +18.8% | +9.4% | +9.4% | +15.9% |
| 3M | -11.3% | -14.1% | +2.7% | -7.5% |
| 6M | +17.9% | +9.2% | +8.7% | +13.6% |
| YTD | -31.3% | -7.5% | -23.8% | -31.6% |
| 1Y | -37.7% | -2.8% | -34.9% | -39.0% |
| 3Y | +403.1% | +21.2% | +381.9% | +331.7% |
| 5Y | +279.3% | -11.5% | +290.8% | +256.6% |
| 10Y | +740.9% | +23.7% | +717.2% | +589.1% |
| All | -27.6% | +175.2% | -202.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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