+357.7%
INSM vs TAP
-0.5%
+358.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.2% |
| 7D | +1.7% | -5.1% | +6.8% | +2.4% |
| 30D | -4.4% | -8.4% | +4.0% | -3.5% |
| 3M | +30.0% | -3.9% | +34.0% | +30.4% |
| 6M | -10.0% | -14.4% | +4.4% | -8.3% |
| YTD | -26.0% | -14.7% | -11.3% | -24.9% |
| 1Y | -12.5% | -18.7% | +6.2% | -10.5% |
| 3Y | +390.5% | -32.6% | +423.1% | +422.1% |
| 5Y | +357.7% | -1.4% | +359.1% | +328.3% |
| All | +357.7% | -0.5% | +358.2% | +328.3% |
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 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