-26.6%
INSM vs TAP
+159.6%
-186.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 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% | +1.6% |
| YTD | -30.4% | -9.5% | -20.9% | -29.8% |
| 1Y | -36.6% | -9.0% | -27.6% | -36.2% |
| 3Y | +406.9% | -22.2% | +429.2% | +422.6% |
| 5Y | +280.3% | +1.2% | +279.1% | +262.0% |
| 10Y | +738.5% | -46.1% | +784.6% | +777.3% |
| All | -26.6% | +159.6% | -186.2% | -36.0% |
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