-37.7%
INSM vs P
+17.1%
-54.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +0.9% |
| 7D | +9.8% | -4.7% | +14.5% | +9.8% |
| 30D | +22.5% | -31.4% | +53.9% | +23.8% |
| 3M | -8.9% | -2.6% | -6.3% | -9.6% |
| 6M | +16.2% | +21.9% | -5.7% | +13.2% |
| YTD | -30.6% | +58.9% | -89.6% | -32.0% |
| 1Y | -37.7% | +21.7% | -59.4% | -38.9% |
| All | -37.7% | +17.1% | -54.8% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling