-10.8%
INSM vs WOLF
+57.5%
-68.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -0.5% |
| 7D | +6.5% | +9.7% | -3.1% | +6.1% |
| 30D | +27.5% | +12.5% | +15.0% | +26.8% |
| 3M | +20.4% | -57.7% | +78.1% | +21.3% |
| 6M | -15.7% | +37.7% | -53.4% | -14.8% |
| YTD | -27.4% | +62.8% | -90.3% | -26.0% |
| All | -10.8% | +57.5% | -68.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling