+587.5%
INSM vs P
+485.4%
+102.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +6.5% | +6.5% | 0.0% | +4.7% |
| 30D | +27.5% | +18.8% | +8.7% | +21.0% |
| 3M | +20.4% | +26.7% | -6.4% | +11.3% |
| 6M | -15.7% | +62.2% | -77.9% | -28.7% |
| YTD | -27.4% | +48.5% | -75.9% | -38.1% |
| 1Y | -11.4% | +26.4% | -37.8% | -23.1% |
| 3Y | +457.8% | +159.4% | +298.4% | +246.5% |
| 5Y | +343.0% | +275.8% | +67.2% | +130.5% |
| 10Y | +848.1% | +732.0% | +116.1% | +269.7% |
| All | +587.5% | +485.4% | +102.1% | +167.5% |
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 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