-12.5%
INSM vs P
+22.0%
-34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.2% | +3.3% |
| 7D | +1.7% | +5.0% | -3.3% | +1.5% |
| 30D | -4.4% | -0.9% | -3.5% | -4.5% |
| 3M | +30.0% | +38.7% | -8.6% | +28.6% |
| 6M | -10.0% | +54.4% | -64.4% | -11.2% |
| YTD | -26.0% | +44.8% | -70.8% | -26.9% |
| 1Y | -12.5% | +22.5% | -35.0% | -14.5% |
| All | -12.5% | +22.0% | -34.5% | -14.5% |
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