+1,136.3%
INSM vs SIMO
+2,177.2%
-1,040.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.7% |
| 7D | +5.9% | +4.1% | +1.8% | +4.9% |
| 30D | +23.9% | -24.0% | +47.9% | +29.1% |
| 3M | -4.1% | -31.8% | +27.7% | +0.9% |
| 6M | +2.7% | -36.9% | +39.6% | +7.7% |
| YTD | -30.4% | +84.8% | -115.2% | -43.9% |
| 1Y | -36.6% | +99.0% | -135.5% | -49.8% |
| 3Y | +406.9% | +217.9% | +189.0% | +250.8% |
| 5Y | +280.3% | +171.5% | +108.8% | +162.6% |
| 10Y | +738.5% | +393.3% | +345.2% | +389.6% |
| All | +1,136.3% | +2,177.2% | -1,040.9% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling