+317.1%
INSM vs TW
+211.4%
+105.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | 0.0% |
| 7D | +2.8% | -3.5% | +6.3% | +4.0% |
| 30D | -4.7% | +0.5% | -5.2% | -5.2% |
| 3M | +32.6% | +4.9% | +27.7% | +28.9% |
| 6M | -10.9% | -17.1% | +6.2% | -5.8% |
| YTD | -28.2% | -3.9% | -24.4% | -29.0% |
| 1Y | -14.9% | -13.3% | -1.6% | -12.4% |
| 3Y | +375.6% | +20.9% | +354.7% | +299.9% |
| 5Y | +349.1% | +20.5% | +328.6% | +267.7% |
| All | +317.1% | +211.4% | +105.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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