+357.7%
INSM vs M
+22.2%
+335.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +3.9% |
| 7D | +1.7% | -4.1% | +5.8% | +2.4% |
| 30D | -4.4% | -13.6% | +9.2% | -2.0% |
| 3M | +30.0% | -2.3% | +32.3% | +29.7% |
| 6M | -10.0% | +21.9% | -31.9% | -13.8% |
| YTD | -26.0% | -0.6% | -25.4% | -26.8% |
| 1Y | -12.5% | +29.7% | -42.2% | -17.9% |
| 3Y | +390.5% | +107.3% | +283.2% | +298.4% |
| 5Y | +357.7% | +20.5% | +337.2% | +345.0% |
| All | +357.7% | +22.2% | +335.5% | +345.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling