+367.9%
INSM vs IT
-42.9%
+410.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +0.8% |
| 7D | +2.5% | -3.7% | +6.1% | +3.1% |
| 30D | -2.2% | +0.1% | -2.2% | -2.5% |
| 3M | +33.8% | +20.7% | +13.1% | +27.5% |
| 6M | -7.2% | +12.0% | -19.1% | -11.1% |
| YTD | -25.6% | -28.8% | +3.2% | -19.1% |
| 1Y | -11.2% | -25.5% | +14.3% | -5.7% |
| 3Y | +388.3% | -48.8% | +437.1% | +459.8% |
| All | +367.9% | -42.9% | +410.8% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling