+347.2%
INSM vs S
-56.9%
+404.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -4.0% | -11.8% | +7.8% | -2.4% |
| 3M | +38.5% | +33.9% | +4.6% | +30.0% |
| 6M | -11.5% | +40.1% | -51.6% | -18.6% |
| YTD | -26.9% | +32.1% | -58.9% | -32.2% |
| 1Y | -12.8% | +11.0% | -23.8% | -16.9% |
| 3Y | +384.7% | +16.9% | +367.7% | +335.5% |
| 5Y | +368.8% | -68.9% | +437.7% | +380.3% |
| All | +347.2% | -56.9% | +404.2% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling