+368.8%
INSM vs SFM
+212.1%
+156.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | +0.5% | -8.8% | +9.2% | +0.3% |
| 30D | -4.0% | -14.5% | +10.5% | -4.3% |
| 3M | +38.5% | -16.8% | +55.4% | +38.0% |
| 6M | -11.5% | -5.3% | -6.2% | -11.3% |
| YTD | -26.9% | -9.4% | -17.5% | -26.7% |
| 1Y | -12.8% | -46.2% | +33.4% | -11.9% |
| 3Y | +384.7% | +81.3% | +303.4% | +335.6% |
| 5Y | +368.8% | +211.9% | +156.9% | +288.1% |
| All | +368.8% | +212.1% | +156.7% | +288.1% |
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