+367.9%
INSM vs SGI
+47.3%
+320.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +2.5% | -4.5% | +6.9% | +3.8% |
| 30D | -2.2% | +4.2% | -6.3% | -3.4% |
| 3M | +33.8% | -7.4% | +41.2% | +35.4% |
| 6M | -7.2% | -15.1% | +7.9% | -3.2% |
| YTD | -25.6% | -24.7% | -1.0% | -20.2% |
| 1Y | -11.2% | -21.8% | +10.5% | -6.4% |
| 3Y | +388.3% | +50.0% | +338.3% | +304.3% |
| All | +367.9% | +47.3% | +320.5% | +248.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling