-23.5%
INSM vs TAP
+157.4%
-180.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +6.5% | -2.3% | +8.9% | +7.1% |
| 30D | +27.5% | -2.1% | +29.7% | +28.0% |
| 3M | +20.4% | +6.6% | +13.8% | +18.0% |
| 6M | -15.7% | -11.5% | -4.2% | -14.0% |
| YTD | -27.4% | -10.3% | -17.2% | -26.4% |
| 1Y | -11.4% | -14.4% | +3.0% | -9.4% |
| 3Y | +457.8% | -28.3% | +486.1% | +487.7% |
| 5Y | +343.0% | +1.7% | +341.3% | +322.0% |
| 10Y | +848.1% | -49.2% | +897.3% | +908.1% |
| All | -23.5% | +157.4% | -180.9% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling