-11.4%
INSM vs SCCO
+105.9%
-117.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | -5.3% | +11.8% | +7.6% |
| 30D | +27.5% | +0.9% | +26.6% | +26.9% |
| 3M | +20.4% | +2.4% | +18.0% | +18.6% |
| 6M | -15.7% | -2.4% | -13.4% | -18.0% |
| YTD | -27.4% | +42.4% | -69.9% | -30.6% |
| 1Y | -11.4% | +105.6% | -117.0% | -13.1% |
| All | -11.4% | +105.9% | -117.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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