+367.9%
INSM vs WTW
+42.0%
+325.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +2.5% | -5.7% | +8.2% | +3.9% |
| 30D | -2.2% | -7.3% | +5.1% | -0.5% |
| 3M | +33.8% | +21.5% | +12.3% | +26.7% |
| 6M | -7.2% | +9.6% | -16.8% | -10.0% |
| YTD | -25.6% | -3.3% | -22.4% | -25.3% |
| 1Y | -11.2% | -6.1% | -5.1% | -9.9% |
| 3Y | +388.3% | +61.8% | +326.5% | +270.2% |
| All | +367.9% | +42.0% | +325.9% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling