+833.7%
INSM vs SBAC
+87.1%
+746.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.6% | +0.9% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | -2.2% | +2.0% | -4.2% | -3.0% |
| 3M | +33.8% | -8.3% | +42.1% | +37.2% |
| 6M | -7.2% | +0.3% | -7.5% | -9.1% |
| YTD | -25.6% | -2.2% | -23.4% | -26.8% |
| 1Y | -11.2% | -4.6% | -6.6% | -11.9% |
| 3Y | +388.3% | -8.3% | +396.6% | +376.9% |
| 5Y | +376.6% | -42.8% | +419.5% | +469.3% |
| All | +833.7% | +87.1% | +746.6% | +917.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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