-39.8%
INSM vs SGI
-10.7%
-29.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.5% | +3.9% |
| 7D | +13.4% | +12.1% | +1.4% | +10.9% |
| 30D | +5.9% | +12.1% | -6.1% | +3.6% |
| 3M | +11.4% | +0.4% | +11.0% | +10.5% |
| 6M | -21.4% | -4.0% | -17.4% | -19.5% |
| YTD | -36.8% | -21.2% | -15.5% | -34.8% |
| 1Y | -39.8% | -12.1% | -27.7% | -37.4% |
| All | -39.8% | -10.7% | -29.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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