-30.7%
INSM vs RF
+278.1%
-308.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.3% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +12.5% | +6.0% | +6.4% | +11.2% |
| 3M | -13.7% | -8.9% | -4.8% | -12.1% |
| 6M | -16.5% | +2.3% | -18.9% | -17.1% |
| YTD | -34.3% | +7.6% | -41.8% | -35.5% |
| 1Y | -38.4% | +21.2% | -59.5% | -41.0% |
| 3Y | +379.9% | +108.5% | +271.4% | +309.1% |
| 5Y | +242.2% | +43.2% | +199.0% | +210.7% |
| 10Y | +920.6% | +288.1% | +632.5% | +670.4% |
| All | -30.7% | +278.1% | -308.8% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling