+818.3%
INSM vs TAP
-50.5%
+868.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.5% | -5.3% | +5.7% | +1.8% |
| 30D | -4.0% | -7.4% | +3.4% | -2.4% |
| 3M | +38.5% | -4.9% | +43.4% | +39.6% |
| 6M | -11.5% | -14.2% | +2.7% | -8.8% |
| YTD | -26.9% | -14.8% | -12.0% | -24.9% |
| 1Y | -12.8% | -18.1% | +5.3% | -9.6% |
| 3Y | +384.7% | -32.7% | +417.4% | +423.5% |
| 5Y | +368.8% | -0.5% | +369.3% | +338.6% |
| All | +818.3% | -50.5% | +868.9% | +721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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