+818.3%
INSM vs KEY
+171.1%
+647.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | -1.8% | +2.2% | +1.1% |
| 30D | -4.0% | -3.3% | -0.7% | -3.0% |
| 3M | +38.5% | -0.2% | +38.7% | +38.0% |
| 6M | -11.5% | +12.1% | -23.6% | -15.2% |
| YTD | -26.9% | +8.4% | -35.3% | -29.3% |
| 1Y | -12.8% | +17.6% | -30.4% | -18.3% |
| 3Y | +384.7% | +123.3% | +261.4% | +247.1% |
| 5Y | +368.8% | +39.5% | +329.3% | +277.5% |
| All | +818.3% | +171.1% | +647.3% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KEY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling