-10.0%
INSM vs OMC
-5.3%
-4.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.4% |
| 7D | +1.7% | -4.2% | +5.9% | +2.1% |
| 30D | -4.4% | -7.5% | +3.1% | -4.0% |
| 3M | +30.0% | +4.6% | +25.4% | +24.6% |
| 6M | -10.0% | -4.8% | -5.2% | -5.0% |
| All | -10.0% | -5.3% | -4.7% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling