-11.4%
INSM vs JAAA
+4.9%
-16.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +6.5% | +0.2% | +6.4% | +6.0% |
| 30D | +27.5% | +0.5% | +27.0% | +25.6% |
| 3M | +20.4% | +1.3% | +19.1% | +15.4% |
| 6M | -15.7% | +2.7% | -18.4% | -23.9% |
| YTD | -27.4% | +3.2% | -30.6% | -33.2% |
| 1Y | -11.4% | +4.9% | -16.3% | -18.3% |
| All | -11.4% | +4.9% | -16.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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