-11.4%
INSM vs RF
+16.9%
-28.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.3% | +5.2% | +6.5% |
| 30D | +27.5% | -3.6% | +31.2% | +27.5% |
| 3M | +20.4% | +8.1% | +12.3% | +17.8% |
| 6M | -15.7% | +11.5% | -27.2% | -18.6% |
| YTD | -27.4% | +15.6% | -43.0% | -29.9% |
| 1Y | -11.4% | +15.7% | -27.1% | -15.3% |
| All | -11.4% | +16.9% | -28.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling