-28.4%
INSM vs TAP
+151.5%
-179.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +8.6% | -6.3% | +14.9% | +10.1% |
| 30D | +22.0% | +2.7% | +19.3% | +20.9% |
| 3M | -10.7% | -3.7% | -7.0% | -10.4% |
| 6M | +1.8% | -2.0% | +3.8% | +1.4% |
| YTD | -32.2% | -12.3% | -19.8% | -31.1% |
| 1Y | -39.3% | -10.1% | -29.2% | -38.8% |
| 3Y | +397.1% | -25.3% | +422.4% | +417.2% |
| 5Y | +270.6% | -1.9% | +272.5% | +255.3% |
| 10Y | +717.1% | -47.8% | +764.9% | +761.1% |
| All | -28.4% | +151.5% | -179.9% | -37.2% |
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