+833.7%
INSM vs OMC
+34.2%
+799.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | +2.5% | -4.4% | +6.8% | +4.1% |
| 30D | -2.2% | -7.6% | +5.4% | +0.3% |
| 3M | +33.8% | +4.5% | +29.3% | +30.0% |
| 6M | -7.2% | -0.3% | -6.9% | -8.3% |
| YTD | -25.6% | -0.1% | -25.5% | -27.3% |
| 1Y | -11.2% | +4.6% | -15.9% | -15.4% |
| 3Y | +388.3% | +10.5% | +377.9% | +341.4% |
| 5Y | +376.6% | +31.7% | +344.9% | +282.1% |
| All | +833.7% | +34.2% | +799.5% | +631.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling