+818.3%
INSM vs P
+684.8%
+133.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.3% |
| 7D | +0.5% | -4.1% | +4.6% | +1.6% |
| 30D | -4.0% | -14.0% | +10.0% | -0.5% |
| 3M | +38.5% | +41.4% | -2.9% | +23.6% |
| 6M | -11.5% | +54.2% | -65.7% | -24.7% |
| YTD | -26.9% | +40.4% | -67.3% | -37.1% |
| 1Y | -12.8% | +16.0% | -28.7% | -22.9% |
| 3Y | +384.7% | +140.7% | +244.0% | +197.8% |
| 5Y | +368.8% | +256.3% | +112.5% | +135.2% |
| All | +818.3% | +684.8% | +133.5% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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