-29.6%
INSM vs RF
+286.4%
-316.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +15.4% | +7.0% | +8.4% | +13.9% |
| 3M | -11.4% | -7.0% | -4.4% | -10.2% |
| 6M | +14.6% | +6.8% | +7.8% | +12.7% |
| YTD | -33.3% | +9.9% | -43.2% | -34.9% |
| 1Y | -38.8% | +21.1% | -59.9% | -41.4% |
| 3Y | +395.7% | +119.6% | +276.1% | +318.3% |
| 5Y | +258.9% | +46.2% | +212.7% | +224.5% |
| 10Y | +754.3% | +261.5% | +492.8% | +549.8% |
| All | -29.6% | +286.4% | -316.0% | -58.1% |
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 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