-39.8%
INSM vs RF
+25.4%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +5.2% |
| 7D | +13.4% | +2.3% | +11.2% | +13.2% |
| 30D | +5.9% | +7.2% | -1.3% | +5.6% |
| 3M | +11.4% | -8.2% | +19.6% | +11.3% |
| 6M | -21.4% | +7.0% | -28.5% | -24.1% |
| YTD | -36.8% | +10.3% | -47.1% | -39.7% |
| 1Y | -39.8% | +25.1% | -64.9% | -42.1% |
| All | -39.8% | +25.4% | -65.2% | -42.1% |
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