+270.6%
INSM vs TAP
-1.4%
+272.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +8.6% | -6.3% | +14.9% | +9.3% |
| 30D | +22.0% | +2.7% | +19.3% | +21.5% |
| 3M | -10.7% | -3.7% | -7.0% | -10.5% |
| 6M | +1.8% | -2.0% | +3.8% | +1.7% |
| YTD | -32.2% | -12.3% | -19.8% | -31.5% |
| 1Y | -39.3% | -10.1% | -29.2% | -39.0% |
| 3Y | +397.1% | -25.3% | +422.4% | +415.7% |
| 5Y | +270.6% | -1.9% | +272.5% | +257.0% |
| All | +270.6% | -1.4% | +272.0% | +257.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling