-39.8%
INSM vs IT
-17.9%
-21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.5% |
| 7D | +13.4% | -5.5% | +18.9% | +13.0% |
| 30D | +5.9% | +10.3% | -4.4% | +7.8% |
| 3M | +11.4% | +11.5% | -0.1% | +13.9% |
| 6M | -21.4% | +40.3% | -61.7% | -16.4% |
| YTD | -36.8% | -17.9% | -18.9% | -30.5% |
| 1Y | -39.8% | -8.8% | -31.0% | -34.8% |
| All | -39.8% | -17.9% | -21.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling