+279.6%
INSM vs M
+0.2%
+279.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +9.8% | -3.3% | +13.1% | +10.3% |
| 30D | +22.5% | +8.1% | +14.4% | +20.7% |
| 3M | -8.9% | +2.2% | -11.1% | -9.5% |
| 6M | +16.2% | +35.1% | -18.9% | +8.8% |
| YTD | -30.6% | +15.8% | -46.4% | -33.4% |
| 1Y | -37.7% | +25.8% | -63.5% | -41.3% |
| 3Y | +408.4% | +156.2% | +252.2% | +289.8% |
| 5Y | +279.6% | -2.4% | +282.0% | +247.3% |
| All | +279.6% | +0.2% | +279.4% | +247.3% |
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