+639.4%
INSM vs SEI
+647.2%
-7.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +2.0% |
| 7D | +1.7% | +28.2% | -26.5% | -3.4% |
| 30D | -4.4% | +15.5% | -19.9% | -7.6% |
| 3M | +30.0% | -1.4% | +31.4% | +28.0% |
| 6M | -10.0% | +37.4% | -47.4% | -17.7% |
| YTD | -26.0% | +47.8% | -73.8% | -34.1% |
| 1Y | -12.5% | +174.3% | -186.8% | -33.4% |
| 3Y | +390.5% | +598.5% | -208.0% | +142.9% |
| 5Y | +357.7% | +1,026.2% | -668.5% | +76.2% |
| All | +639.4% | +647.2% | -7.8% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling