+562.3%
INSM vs TLN
+574.4%
-12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | -2.2% | -14.3% | +12.2% | -0.4% |
| 3M | +33.8% | -9.3% | +43.1% | +34.5% |
| 6M | -7.2% | -1.1% | -6.1% | -7.4% |
| YTD | -25.6% | -16.6% | -9.1% | -24.9% |
| 1Y | -11.2% | -22.0% | +10.8% | -9.9% |
| 3Y | +388.3% | +470.2% | -81.8% | +268.3% |
| All | +562.3% | +574.4% | -12.1% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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