+388.3%
INSM vs JAAA
+19.0%
+369.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -2.2% | +0.5% | -2.7% | -3.5% |
| 3M | +33.8% | +1.3% | +32.5% | +29.4% |
| 6M | -7.2% | +2.8% | -9.9% | -13.7% |
| YTD | -25.6% | +3.3% | -28.9% | -31.6% |
| 1Y | -11.2% | +4.9% | -16.2% | -21.3% |
| 3Y | +388.3% | +19.0% | +369.4% | +458.5% |
| All | +388.3% | +19.0% | +369.3% | +458.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling