-21.6%
INSM vs SU
+2,062.0%
-2,083.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | +2.2% | +0.2% | +1.9% |
| 30D | -2.2% | +8.4% | -10.6% | -4.3% |
| 3M | +33.8% | +12.1% | +21.7% | +29.3% |
| 6M | -7.2% | +19.7% | -26.8% | -12.0% |
| YTD | -25.6% | +58.4% | -84.1% | -34.6% |
| 1Y | -11.2% | +67.2% | -78.5% | -23.1% |
| 3Y | +388.3% | +125.0% | +263.3% | +284.7% |
| 5Y | +376.6% | +355.1% | +21.6% | +202.2% |
| 10Y | +881.9% | +263.7% | +618.2% | +522.6% |
| All | -21.6% | +2,062.0% | -2,083.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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