+297.2%
INSM vs SFM
+116.0%
+181.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.7% |
| 7D | +5.9% | +6.0% | -0.1% | +6.3% |
| 30D | +23.9% | -19.5% | +43.4% | +23.1% |
| 3M | -4.1% | -37.0% | +32.9% | -5.3% |
| 6M | +2.7% | -41.0% | +43.7% | +1.3% |
| YTD | -30.4% | -34.6% | +4.3% | -30.9% |
| 1Y | -36.6% | -36.3% | -0.3% | -37.1% |
| 3Y | +406.9% | +24.5% | +382.4% | +356.5% |
| All | +297.2% | +116.0% | +181.3% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling