+368.8%
INSM vs SBAC
-45.4%
+414.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.4% |
| 7D | +0.5% | -5.3% | +5.7% | +2.0% |
| 30D | -4.0% | +0.4% | -4.4% | -4.2% |
| 3M | +38.5% | -11.9% | +50.4% | +42.9% |
| 6M | -11.5% | -4.5% | -7.0% | -11.6% |
| YTD | -26.9% | -4.3% | -22.5% | -27.2% |
| 1Y | -12.8% | -3.9% | -8.9% | -13.5% |
| 3Y | +384.7% | -11.0% | +395.7% | +380.7% |
| 5Y | +368.8% | -44.1% | +412.9% | +474.5% |
| All | +368.8% | -45.4% | +414.2% | +474.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling