-21.9%
INSM vs OMC
+246.9%
-268.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +4.5% |
| 7D | +1.7% | -4.2% | +5.9% | +3.3% |
| 30D | -4.4% | -7.5% | +3.1% | -2.0% |
| 3M | +30.0% | +4.6% | +25.4% | +26.5% |
| 6M | -10.0% | -4.8% | -5.2% | -9.4% |
| YTD | -26.0% | -1.0% | -25.0% | -27.4% |
| 1Y | -12.5% | +3.8% | -16.3% | -16.3% |
| 3Y | +390.5% | +10.2% | +380.3% | +348.4% |
| 5Y | +357.7% | +29.7% | +328.0% | +282.2% |
| 10Y | +877.2% | +32.3% | +844.9% | +679.7% |
| All | -21.9% | +246.9% | -268.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling