-11.2%
INSM vs M
+34.0%
-45.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.1% |
| 7D | +2.5% | -4.2% | +6.7% | +2.7% |
| 30D | -2.2% | -7.2% | +5.0% | -1.8% |
| 3M | +33.8% | -11.1% | +44.9% | +34.3% |
| 6M | -7.2% | +28.8% | -36.0% | -10.6% |
| YTD | -25.6% | +2.0% | -27.7% | -27.5% |
| 1Y | -11.2% | +31.3% | -42.5% | -13.8% |
| All | -11.2% | +34.0% | -45.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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