+357.7%
INSM vs S
-71.9%
+429.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -4.4% | -12.6% | +8.1% | -2.5% |
| 3M | +30.0% | +27.6% | +2.5% | +22.7% |
| 6M | -10.0% | +35.5% | -45.5% | -17.1% |
| YTD | -26.0% | +29.6% | -55.6% | -31.5% |
| 1Y | -12.5% | +8.1% | -20.6% | -16.5% |
| 3Y | +390.5% | +14.8% | +375.7% | +337.7% |
| 5Y | +357.7% | -70.6% | +428.3% | +394.5% |
| All | +357.7% | -71.9% | +429.6% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling