+367.9%
INSM vs TRI
-10.0%
+377.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +2.5% | -7.9% | +10.4% | +3.2% |
| 30D | -2.2% | -4.5% | +2.3% | -1.9% |
| 3M | +33.8% | +22.1% | +11.7% | +30.3% |
| 6M | -7.2% | -2.8% | -4.4% | -6.7% |
| YTD | -25.6% | -23.4% | -2.2% | -20.0% |
| 1Y | -11.2% | -41.5% | +30.3% | +4.4% |
| 3Y | +388.3% | -19.2% | +407.5% | +341.2% |
| All | +367.9% | -10.0% | +377.9% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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