+1,081.4%
INSM vs SFM
+132.6%
+948.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +27.5% | -4.4% | +31.9% | +27.9% |
| 3M | +20.4% | +1.5% | +18.8% | +20.1% |
| 6M | -15.7% | +6.5% | -22.2% | -16.4% |
| YTD | -27.4% | +2.2% | -29.6% | -27.9% |
| 1Y | -11.4% | -41.9% | +30.5% | -8.0% |
| 3Y | +457.8% | +106.8% | +351.1% | +389.4% |
| 5Y | +343.0% | +231.6% | +111.4% | +256.7% |
| 10Y | +848.1% | +258.4% | +589.7% | +628.1% |
| All | +1,081.4% | +132.6% | +948.8% | +952.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling