+877.2%
INSM vs RF
+334.5%
+542.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -4.4% | -4.0% | -0.4% | -2.8% |
| 3M | +30.0% | +5.6% | +24.5% | +26.3% |
| 6M | -10.0% | +13.1% | -23.1% | -15.2% |
| YTD | -26.0% | +13.6% | -39.6% | -30.8% |
| 1Y | -12.5% | +16.0% | -28.5% | -19.3% |
| 3Y | +390.5% | +90.2% | +300.3% | +251.2% |
| 5Y | +357.7% | +87.0% | +270.7% | +218.9% |
| 10Y | +877.2% | +338.5% | +538.8% | +294.2% |
| All | +877.2% | +334.5% | +542.7% | +294.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling