+343.8%
INSM vs SIMO
+304.3%
+39.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.9% |
| 7D | +2.8% | +14.6% | -11.8% | +1.0% |
| 30D | -4.7% | +6.2% | -10.9% | -5.8% |
| 3M | +32.6% | +3.6% | +29.1% | +30.7% |
| 6M | -10.9% | +130.8% | -141.7% | -21.2% |
| YTD | -28.2% | +195.8% | -224.0% | -39.7% |
| 1Y | -14.9% | +225.0% | -239.9% | -29.9% |
| 3Y | +375.6% | +452.3% | -76.7% | +242.9% |
| All | +343.8% | +304.3% | +39.5% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling