+681.4%
INSM vs SIMO
+423.7%
+257.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.7% |
| 7D | +8.6% | +14.9% | -6.3% | +5.4% |
| 30D | +22.0% | -27.0% | +49.0% | +28.6% |
| 3M | -10.7% | -25.4% | +14.6% | -7.6% |
| 6M | +1.8% | -30.3% | +32.0% | +4.9% |
| YTD | -32.2% | +95.8% | -127.9% | -48.5% |
| 1Y | -39.3% | +100.0% | -139.3% | -54.3% |
| 3Y | +397.1% | +238.3% | +158.9% | +203.4% |
| 5Y | +270.6% | +187.6% | +83.0% | +123.4% |
| All | +681.4% | +423.7% | +257.7% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling