+375.6%
INSM vs M
+120.4%
+255.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | -4.7% | -11.6% | +6.9% | -3.3% |
| 3M | +32.6% | +1.6% | +31.0% | +31.5% |
| 6M | -10.9% | +25.2% | -36.1% | -14.1% |
| YTD | -28.2% | +3.8% | -32.0% | -29.3% |
| 1Y | -14.9% | +36.3% | -51.2% | -19.5% |
| 3Y | +375.6% | +116.3% | +259.3% | +293.1% |
| All | +375.6% | +120.4% | +255.1% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling