-11.4%
INSM vs WTW
+3.0%
-14.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.4% |
| 7D | +6.5% | -2.6% | +9.2% | +6.3% |
| 30D | +27.5% | -1.0% | +28.5% | +27.5% |
| 3M | +20.4% | +29.9% | -9.6% | +22.6% |
| 6M | -15.7% | +10.7% | -26.4% | -13.3% |
| YTD | -27.4% | +2.6% | -30.0% | -25.2% |
| 1Y | -11.4% | +2.8% | -14.1% | -9.5% |
| All | -11.4% | +3.0% | -14.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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