+701.9%
INSM vs TAP
-46.0%
+747.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.8% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +23.9% | +5.7% | +18.2% | +22.0% |
| 3M | -4.1% | -1.9% | -2.2% | -4.1% |
| 6M | +2.7% | +0.9% | +1.7% | +1.5% |
| YTD | -30.4% | -9.5% | -20.9% | -29.7% |
| 1Y | -36.6% | -9.0% | -27.6% | -36.1% |
| 3Y | +406.9% | -22.2% | +429.2% | +425.0% |
| 5Y | +280.3% | +1.2% | +279.1% | +254.6% |
| All | +701.9% | -46.0% | +747.8% | +589.3% |
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