-27.6%
INSM vs M
+157.9%
-185.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +14.4% | +5.0% | +9.4% | +13.2% |
| 30D | +18.8% | +10.6% | +8.1% | +16.5% |
| 3M | -11.3% | +1.6% | -12.9% | -11.8% |
| 6M | +17.9% | +30.8% | -12.9% | +11.1% |
| YTD | -31.3% | +16.9% | -48.2% | -34.2% |
| 1Y | -37.7% | +26.3% | -64.0% | -41.3% |
| 3Y | +403.1% | +158.6% | +244.5% | +295.6% |
| 5Y | +279.3% | +2.1% | +277.2% | +241.0% |
| 10Y | +740.9% | -4.3% | +745.2% | +547.7% |
| All | -27.6% | +157.9% | -185.4% | -60.9% |
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