-23.5%
INSM vs RF
+306.3%
-329.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.3% | +5.2% | +6.3% |
| 30D | +27.5% | -3.6% | +31.2% | +28.3% |
| 3M | +20.4% | +8.1% | +12.3% | +18.2% |
| 6M | -15.7% | +11.5% | -27.2% | -17.8% |
| YTD | -27.4% | +15.6% | -43.0% | -29.8% |
| 1Y | -11.4% | +15.7% | -27.1% | -14.5% |
| 3Y | +457.8% | +86.9% | +370.9% | +384.6% |
| 5Y | +343.0% | +89.8% | +253.2% | +281.1% |
| 10Y | +848.1% | +344.7% | +503.4% | +599.8% |
| All | -23.5% | +306.3% | -329.8% | -54.8% |
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