+245.3%
INSM vs JAAA
+29.3%
+216.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -4.4% | +0.5% | -4.9% | -5.1% |
| 3M | +30.0% | +1.2% | +28.8% | +27.4% |
| 6M | -10.0% | +2.7% | -12.7% | -14.0% |
| YTD | -26.0% | +3.2% | -29.2% | -29.8% |
| 1Y | -12.5% | +4.8% | -17.3% | -19.0% |
| 3Y | +390.5% | +19.0% | +371.5% | +297.9% |
| 5Y | +357.7% | +26.8% | +330.9% | +254.2% |
| All | +245.3% | +29.3% | +216.0% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling