+367.9%
INSM vs RUN
-81.0%
+448.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +2.5% | -3.7% | +6.2% | +2.9% |
| 30D | -2.2% | -13.0% | +10.8% | -0.8% |
| 3M | +33.8% | -31.8% | +65.6% | +38.5% |
| 6M | -7.2% | -32.2% | +25.1% | -4.6% |
| YTD | -25.6% | -53.5% | +27.8% | -21.4% |
| 1Y | -11.2% | -46.5% | +35.3% | -9.2% |
| 3Y | +388.3% | -37.6% | +425.9% | +298.2% |
| All | +367.9% | -81.0% | +448.8% | +359.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling