-21.9%
INSM vs WY
+195.5%
-217.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.4% |
| 30D | -4.4% | -9.9% | +5.4% | -0.5% |
| 3M | +30.0% | -7.5% | +37.6% | +33.0% |
| 6M | -10.0% | -5.1% | -4.9% | -8.9% |
| YTD | -26.0% | -2.1% | -23.9% | -26.3% |
| 1Y | -12.5% | -7.3% | -5.2% | -11.2% |
| 3Y | +390.5% | -22.6% | +413.1% | +422.8% |
| 5Y | +357.7% | -19.8% | +377.5% | +377.0% |
| 10Y | +877.2% | +9.6% | +867.7% | +751.7% |
| All | -21.9% | +195.5% | -217.5% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling