+380.3%
INSM vs RUN
-38.5%
+418.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.1% |
| 7D | +0.5% | -3.4% | +3.8% | +0.6% |
| 30D | -4.0% | -14.0% | +10.0% | -3.5% |
| 3M | +38.5% | -27.5% | +66.0% | +39.9% |
| 6M | -11.5% | -29.0% | +17.5% | -10.8% |
| YTD | -26.9% | -53.1% | +26.2% | -25.2% |
| 1Y | -12.8% | -46.7% | +33.9% | -12.0% |
| All | +380.3% | -38.5% | +418.8% | +321.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling