+833.7%
INSM vs TROW
+130.0%
+703.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.3% |
| 7D | +2.5% | -3.2% | +5.6% | +4.2% |
| 30D | -2.2% | -4.6% | +2.4% | +0.3% |
| 3M | +33.8% | -0.7% | +34.4% | +33.3% |
| 6M | -7.2% | +22.2% | -29.4% | -17.5% |
| YTD | -25.6% | +6.6% | -32.3% | -29.3% |
| 1Y | -11.2% | +5.8% | -17.1% | -15.6% |
| 3Y | +388.3% | +11.6% | +376.7% | +332.4% |
| 5Y | +376.6% | -38.9% | +415.6% | +505.4% |
| All | +833.7% | +130.0% | +703.6% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling