-11.4%
INSM vs RUN
-46.2%
+34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.5% | +1.3% | +5.3% | +6.6% |
| 30D | +27.5% | -15.3% | +42.8% | +26.7% |
| 3M | +20.4% | -40.0% | +60.4% | +19.8% |
| 6M | -15.7% | -27.0% | +11.2% | -16.1% |
| YTD | -27.4% | -51.7% | +24.2% | -27.6% |
| 1Y | -11.4% | -45.9% | +34.5% | -11.9% |
| All | -11.4% | -46.2% | +34.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling