+368.8%
INSM vs ROP
-16.6%
+385.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.5% | -8.0% | +8.5% | +2.5% |
| 30D | -4.0% | -2.7% | -1.3% | -3.5% |
| 3M | +38.5% | +16.6% | +21.9% | +32.4% |
| 6M | -11.5% | +10.4% | -21.9% | -14.2% |
| YTD | -26.9% | -12.1% | -14.8% | -23.7% |
| 1Y | -12.8% | -23.6% | +10.8% | -4.2% |
| 3Y | +384.7% | -19.3% | +404.0% | +403.9% |
| 5Y | +368.8% | -15.4% | +384.2% | +343.1% |
| All | +368.8% | -16.6% | +385.4% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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