+386.0%
INSM vs SAN
+343.8%
+42.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | +30.0% | +19.6% | +10.4% | +26.2% |
| 6M | -10.0% | +32.7% | -42.7% | -13.9% |
| YTD | -26.0% | +26.7% | -52.7% | -29.1% |
| 1Y | -12.5% | +51.6% | -64.1% | -18.0% |
| All | +386.0% | +343.8% | +42.2% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling