+386.0%
INSM vs SBAC
-8.7%
+394.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -4.4% | +3.9% | -8.3% | -4.9% |
| 3M | +30.0% | -8.2% | +38.2% | +31.0% |
| 6M | -10.0% | -2.8% | -7.2% | -10.1% |
| YTD | -26.0% | -1.5% | -24.5% | -26.2% |
| 1Y | -12.5% | 0.0% | -12.5% | -13.0% |
| All | +386.0% | -8.7% | +394.8% | +391.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling