-24.3%
INSM vs IT
+1,196.5%
-1,220.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | +1.1% |
| 7D | +2.8% | -9.1% | +11.9% | +5.6% |
| 30D | -4.7% | -7.0% | +2.3% | -3.1% |
| 3M | +32.6% | +7.6% | +25.0% | +26.2% |
| 6M | -10.9% | +2.1% | -13.0% | -15.4% |
| YTD | -28.2% | -31.6% | +3.3% | -23.7% |
| 1Y | -14.9% | -29.9% | +15.1% | -10.9% |
| 3Y | +375.6% | -51.3% | +426.9% | +441.5% |
| 5Y | +349.1% | -44.8% | +393.9% | +387.2% |
| 10Y | +796.6% | +91.4% | +705.2% | +536.7% |
| All | -24.3% | +1,196.5% | -1,220.8% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling