+325.7%
INSM vs S
-51.7%
+377.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.9% | +2.0% | +3.9% | +5.5% |
| 30D | +23.9% | -2.7% | +26.6% | +24.1% |
| 3M | -4.1% | -6.9% | +2.8% | -3.9% |
| 6M | +2.7% | +38.1% | -35.4% | -4.9% |
| YTD | -30.4% | +48.0% | -78.4% | -37.2% |
| 1Y | -36.6% | +34.5% | -71.0% | -41.9% |
| 3Y | +406.9% | +38.3% | +368.6% | +339.7% |
| 5Y | +280.3% | -70.9% | +351.2% | +277.7% |
| All | +325.7% | -51.7% | +377.5% | +343.2% |
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