+532.0%
INSM vs P
+504.9%
+27.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | -0.1% |
| 7D | +6.2% | -9.6% | +15.8% | +8.3% |
| 30D | +15.4% | -33.4% | +48.8% | +26.4% |
| 3M | -11.4% | +14.2% | -25.6% | -17.3% |
| 6M | +14.6% | +31.6% | -17.0% | +1.0% |
| YTD | -33.3% | +53.5% | -86.8% | -44.9% |
| 1Y | -38.8% | +14.2% | -53.0% | -46.2% |
| 3Y | +395.7% | +190.5% | +205.2% | +190.1% |
| 5Y | +258.9% | +256.3% | +2.5% | +86.8% |
| 10Y | +754.3% | +707.9% | +46.4% | +226.2% |
| All | +532.0% | +504.9% | +27.1% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling