-23.5%
INSM vs M
+135.0%
-158.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +6.5% | +4.7% | +1.8% | +5.6% |
| 30D | +27.5% | -9.6% | +37.2% | +29.8% |
| 3M | +20.4% | +0.9% | +19.5% | +19.6% |
| 6M | -15.7% | +22.3% | -38.0% | -19.4% |
| YTD | -27.4% | +6.5% | -34.0% | -29.0% |
| 1Y | -11.4% | +38.8% | -50.2% | -17.9% |
| 3Y | +457.8% | +115.9% | +341.9% | +353.9% |
| 5Y | +343.0% | +28.6% | +314.3% | +279.4% |
| 10Y | +848.1% | -2.5% | +850.7% | +630.0% |
| All | -23.5% | +135.0% | -158.4% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling