+388.3%
INSM vs TDY
+46.9%
+341.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | -2.2% | -12.0% | +9.9% | +0.5% |
| 3M | +33.8% | -3.2% | +37.0% | +34.7% |
| 6M | -7.2% | -7.9% | +0.7% | -5.9% |
| YTD | -25.6% | +18.2% | -43.9% | -25.9% |
| 1Y | -11.2% | +6.7% | -17.9% | -10.6% |
| 3Y | +388.3% | +47.5% | +340.8% | +408.9% |
| All | +388.3% | +46.9% | +341.5% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling