-24.3%
INSM vs SBAC
+466.9%
-491.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | -4.7% | +3.2% | -8.0% | -5.2% |
| 3M | +32.6% | -5.1% | +37.7% | +33.3% |
| 6M | -10.9% | -2.1% | -8.8% | -11.2% |
| YTD | -28.2% | -0.5% | -27.7% | -28.7% |
| 1Y | -14.9% | +1.1% | -16.0% | -15.6% |
| 3Y | +375.6% | -7.4% | +383.0% | +373.4% |
| 5Y | +349.1% | -44.3% | +393.4% | +376.3% |
| 10Y | +796.6% | +77.6% | +719.0% | +734.1% |
| All | -24.3% | +466.9% | -491.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling