+386.0%
INSM vs SIMO
+469.0%
-82.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | +1.7% | +14.5% | -12.8% | +0.5% |
| 30D | -4.4% | +20.4% | -24.8% | -6.2% |
| 3M | +30.0% | +7.1% | +22.9% | +28.6% |
| 6M | -10.0% | +129.2% | -139.3% | -15.4% |
| YTD | -26.0% | +201.9% | -227.9% | -33.1% |
| 1Y | -12.5% | +235.5% | -248.0% | -22.3% |
| All | +386.0% | +469.0% | -82.9% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling