+367.9%
INSM vs WY
-22.2%
+390.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | -4.2% | +6.6% | +3.9% |
| 30D | -2.2% | -10.1% | +7.9% | +1.2% |
| 3M | +33.8% | -8.5% | +42.3% | +36.7% |
| 6M | -7.2% | -3.3% | -3.8% | -7.0% |
| YTD | -25.6% | -4.4% | -21.2% | -25.5% |
| 1Y | -11.2% | -11.5% | +0.2% | -8.6% |
| 3Y | +388.3% | -24.3% | +412.7% | +420.9% |
| All | +367.9% | -22.2% | +390.1% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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