+395.7%
INSM vs P
+190.3%
+205.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +0.8% |
| 7D | +6.2% | -9.6% | +15.8% | +7.0% |
| 30D | +15.4% | -33.4% | +48.8% | +19.7% |
| 3M | -11.4% | +14.2% | -25.6% | -14.0% |
| 6M | +14.6% | +31.6% | -17.0% | +8.8% |
| YTD | -33.3% | +53.5% | -86.8% | -38.3% |
| 1Y | -38.8% | +14.2% | -53.0% | -41.7% |
| 3Y | +395.7% | +190.5% | +205.2% | +303.4% |
| All | +395.7% | +190.3% | +205.4% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling