-11.4%
INSM vs SARO
-7.4%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +27.5% | -20.0% | +47.5% | +29.7% |
| 3M | +20.4% | -2.9% | +23.3% | +17.1% |
| 6M | -15.7% | -17.7% | +1.9% | -17.4% |
| YTD | -27.4% | -13.5% | -13.9% | -27.7% |
| 1Y | -11.4% | -9.7% | -1.7% | -10.4% |
| All | -11.4% | -7.4% | -4.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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