-14.9%
INSM vs RF
+15.4%
-30.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | +2.8% | +2.7% | +0.1% | +2.7% |
| 30D | -4.7% | -3.4% | -1.4% | -4.7% |
| 3M | +32.6% | +6.4% | +26.3% | +29.9% |
| 6M | -10.9% | +13.4% | -24.3% | -14.0% |
| YTD | -28.2% | +14.2% | -42.5% | -30.7% |
| 1Y | -14.9% | +15.7% | -30.6% | -18.1% |
| All | -14.9% | +15.4% | -30.3% | -18.1% |
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