-11.2%
INSM vs OMC
+7.0%
-18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.7% |
| 7D | +2.5% | -4.4% | +6.8% | +3.0% |
| 30D | -2.2% | -7.6% | +5.4% | -1.4% |
| 3M | +33.8% | +4.5% | +29.3% | +31.4% |
| 6M | -7.2% | -0.3% | -6.9% | -8.3% |
| YTD | -25.6% | -0.1% | -25.5% | -27.7% |
| 1Y | -11.2% | +4.6% | -15.9% | -13.1% |
| All | -11.2% | +7.0% | -18.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling