+388.3%
INSM vs QSR
+25.8%
+362.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +2.5% | -4.0% | +6.5% | +2.9% |
| 30D | -2.2% | +2.8% | -4.9% | -2.5% |
| 3M | +33.8% | +5.1% | +28.7% | +32.6% |
| 6M | -7.2% | +8.8% | -16.0% | -9.0% |
| YTD | -25.6% | +14.8% | -40.5% | -28.1% |
| 1Y | -11.2% | +25.7% | -37.0% | -16.0% |
| 3Y | +388.3% | +27.5% | +360.8% | +345.1% |
| All | +388.3% | +25.8% | +362.5% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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