-39.8%
INSM vs SFM
-35.8%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +5.8% |
| 7D | +13.4% | -12.3% | +25.7% | +12.2% |
| 30D | +5.9% | -16.2% | +22.1% | +4.8% |
| 3M | +11.4% | -36.8% | +48.2% | +9.4% |
| 6M | -21.4% | -32.6% | +11.1% | -21.8% |
| YTD | -36.8% | -31.7% | -5.1% | -36.4% |
| 1Y | -39.8% | -35.0% | -4.8% | -39.0% |
| All | -39.8% | -35.8% | -4.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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