+380.3%
INSM vs QS
-26.0%
+406.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.5% | -5.0% | +5.4% | +0.9% |
| 30D | -4.0% | -18.3% | +14.3% | -2.4% |
| 3M | +38.5% | -26.0% | +64.5% | +41.2% |
| 6M | -11.5% | -24.0% | +12.5% | -9.6% |
| YTD | -26.9% | -50.3% | +23.4% | -23.5% |
| 1Y | -12.8% | -38.0% | +25.2% | -11.1% |
| All | +380.3% | -26.0% | +406.3% | +343.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling