-11.4%
INSM vs SAN
+58.9%
-70.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +6.5% | +1.8% | +4.8% | +6.2% |
| 30D | +27.5% | +2.0% | +25.6% | +27.1% |
| 3M | +20.4% | +19.7% | +0.6% | +15.7% |
| 6M | -15.7% | +30.6% | -46.4% | -20.9% |
| YTD | -27.4% | +28.8% | -56.3% | -31.4% |
| 1Y | -11.4% | +57.8% | -69.2% | -13.1% |
| All | -11.4% | +58.9% | -70.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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