+557.3%
INSM vs P
+526.5%
+30.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | -0.1% |
| 7D | +9.8% | -4.7% | +14.5% | +10.6% |
| 30D | +22.5% | -31.4% | +53.9% | +33.1% |
| 3M | -8.9% | -2.6% | -6.3% | -10.8% |
| 6M | +16.2% | +21.9% | -5.7% | +4.9% |
| YTD | -30.6% | +58.9% | -89.6% | -43.2% |
| 1Y | -37.7% | +21.7% | -59.4% | -46.1% |
| 3Y | +408.4% | +193.3% | +215.1% | +197.4% |
| 5Y | +279.6% | +275.1% | +4.5% | +94.6% |
| 10Y | +735.6% | +655.3% | +80.3% | +222.7% |
| All | +557.3% | +526.5% | +30.9% | +145.4% |
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 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