-23.5%
INSM vs SAN
+488.8%
-512.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.5% | +1.8% | +4.8% | +6.0% |
| 30D | +27.5% | +2.0% | +25.6% | +26.8% |
| 3M | +20.4% | +19.7% | +0.6% | +14.2% |
| 6M | -15.7% | +30.6% | -46.4% | -22.1% |
| YTD | -27.4% | +28.8% | -56.3% | -33.1% |
| 1Y | -11.4% | +57.8% | -69.2% | -23.2% |
| 3Y | +457.8% | +338.1% | +119.7% | +251.7% |
| 5Y | +343.0% | +384.2% | -41.2% | +164.6% |
| 10Y | +848.1% | +353.1% | +495.0% | +453.7% |
| All | -23.5% | +488.8% | -512.3% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling