+367.7%
INSM vs RUN
-32.6%
+400.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +3.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | -4.4% | -10.8% | +6.4% | -2.8% |
| 3M | +30.0% | -30.2% | +60.2% | +36.2% |
| 6M | -10.0% | -22.3% | +12.3% | -8.7% |
| YTD | -26.0% | -52.2% | +26.2% | -20.3% |
| 1Y | -12.5% | -45.1% | +32.6% | -10.0% |
| 3Y | +390.5% | -37.1% | +427.6% | +282.7% |
| 5Y | +357.7% | -80.3% | +438.0% | +324.3% |
| 10Y | +877.2% | +45.2% | +832.0% | +401.2% |
| All | +367.7% | -32.6% | +400.3% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling