+642.9%
INSM vs SEI
+644.4%
-1.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.7% |
| 7D | +2.5% | +22.6% | -20.1% | -1.9% |
| 30D | -2.2% | +9.1% | -11.3% | -4.3% |
| 3M | +33.8% | -11.3% | +45.1% | +34.6% |
| 6M | -7.2% | +22.0% | -29.2% | -12.9% |
| YTD | -25.6% | +47.3% | -72.9% | -33.8% |
| 1Y | -11.2% | +124.8% | -136.0% | -29.2% |
| 3Y | +388.3% | +591.3% | -202.9% | +142.4% |
| 5Y | +376.6% | +1,008.2% | -631.6% | +84.4% |
| All | +642.9% | +644.4% | -1.5% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling