+343.7%
INSM vs S
-56.8%
+400.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +6.5% | -7.7% | +14.2% | +7.9% |
| 30D | +27.5% | -5.3% | +32.9% | +28.0% |
| 3M | +20.4% | +20.3% | +0.1% | +15.3% |
| 6M | -15.7% | +47.4% | -63.1% | -23.2% |
| YTD | -27.4% | +32.5% | -60.0% | -32.8% |
| 1Y | -11.4% | +9.5% | -20.9% | -15.3% |
| 3Y | +457.8% | +15.5% | +442.3% | +403.2% |
| 5Y | +343.0% | -71.2% | +414.2% | +352.5% |
| All | +343.7% | -56.8% | +400.5% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling