-22.9%
INSM vs SCCO
+33,170.5%
-33,193.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | +0.9% |
| 7D | +0.5% | -2.7% | +3.2% | +1.1% |
| 30D | -4.0% | -0.2% | -3.8% | -4.3% |
| 3M | +38.5% | +17.8% | +20.8% | +30.5% |
| 6M | -11.5% | +2.3% | -13.8% | -13.4% |
| YTD | -26.9% | +41.6% | -68.5% | -35.6% |
| 1Y | -12.8% | +101.9% | -114.7% | -31.4% |
| 3Y | +384.7% | +186.2% | +198.5% | +232.0% |
| 5Y | +368.8% | +309.7% | +59.1% | +181.0% |
| 10Y | +865.7% | +1,094.2% | -228.5% | +320.0% |
| All | -22.9% | +33,170.5% | -33,193.4% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling