+833.7%
INSM vs SAN
+357.1%
+476.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.9% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | -2.2% | +0.9% | -3.1% | -2.5% |
| 3M | +33.8% | +19.1% | +14.7% | +25.3% |
| 6M | -7.2% | +33.2% | -40.4% | -16.4% |
| YTD | -25.6% | +29.1% | -54.8% | -32.9% |
| 1Y | -11.2% | +50.2% | -61.5% | -24.5% |
| 3Y | +388.3% | +351.0% | +37.3% | +163.9% |
| 5Y | +376.6% | +394.7% | -18.0% | +136.9% |
| All | +833.7% | +357.1% | +476.6% | +363.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling