+386.0%
INSM vs SGI
+55.1%
+331.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -4.4% | +5.5% | -9.9% | -5.6% |
| 3M | +30.0% | -3.6% | +33.6% | +30.2% |
| 6M | -10.0% | -15.0% | +5.0% | -6.9% |
| YTD | -26.0% | -23.0% | -3.0% | -22.2% |
| 1Y | -12.5% | -18.4% | +5.9% | -9.4% |
| All | +386.0% | +55.1% | +331.0% | +305.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling