+348.8%
INSM vs RF
+89.8%
+259.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | +27.5% | -3.6% | +31.2% | +28.9% |
| 3M | +20.4% | +8.1% | +12.3% | +16.5% |
| 6M | -15.7% | +11.5% | -27.2% | -19.4% |
| YTD | -27.4% | +15.6% | -43.0% | -31.8% |
| 1Y | -11.4% | +15.7% | -27.1% | -16.9% |
| 3Y | +457.8% | +86.9% | +370.9% | +325.9% |
| All | +348.8% | +89.8% | +259.0% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling