-41.8%
INSM vs SARO
-6.5%
-35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.5% | +6.3% | -8.9% | -3.6% |
| 30D | +3.4% | +20.8% | -17.5% | +0.4% |
| 3M | +9.8% | -18.4% | +28.2% | +10.8% |
| 6M | -22.0% | +0.8% | -22.8% | -25.6% |
| YTD | -37.5% | -11.8% | -25.7% | -37.9% |
| 1Y | -41.8% | -7.3% | -34.5% | -40.8% |
| All | -41.8% | -6.5% | -35.3% | -40.8% |
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