+365.3%
INSM vs QS
-46.4%
+411.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.5% |
| 7D | +2.5% | -3.6% | +6.1% | +2.8% |
| 30D | -2.2% | -17.2% | +15.1% | -0.4% |
| 3M | +33.8% | -27.0% | +60.8% | +37.0% |
| 6M | -7.2% | -24.6% | +17.4% | -5.1% |
| YTD | -25.6% | -49.3% | +23.7% | -21.5% |
| 1Y | -11.2% | -40.3% | +29.1% | -9.2% |
| 3Y | +388.3% | -23.8% | +412.1% | +354.1% |
| 5Y | +376.6% | -75.0% | +451.6% | +365.9% |
| All | +365.3% | -46.4% | +411.7% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling