+566.4%
INSM vs TRI
+499.2%
+67.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.5% | -14.4% | +14.8% | +5.2% |
| 30D | -4.0% | -8.1% | +4.1% | -2.0% |
| 3M | +38.5% | +17.5% | +21.0% | +29.1% |
| 6M | -11.5% | -5.0% | -6.6% | -12.9% |
| YTD | -26.9% | -24.7% | -2.2% | -23.2% |
| 1Y | -12.8% | -41.5% | +28.7% | +0.4% |
| 3Y | +384.7% | -20.3% | +405.0% | +380.6% |
| 5Y | +368.8% | -10.9% | +379.7% | +343.1% |
| 10Y | +865.7% | +190.6% | +675.1% | +508.8% |
| All | +566.4% | +499.2% | +67.2% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling