+1,119.3%
INSM vs SIMO
+2,171.3%
-1,052.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.3% |
| 7D | +14.4% | -16.0% | +30.4% | +17.9% |
| 30D | +18.8% | -35.8% | +54.5% | +28.0% |
| 3M | -11.3% | -26.5% | +15.2% | -8.1% |
| 6M | +17.9% | -33.0% | +50.9% | +22.3% |
| YTD | -31.3% | +84.3% | -115.7% | -44.5% |
| 1Y | -37.7% | +82.0% | -119.7% | -49.7% |
| 3Y | +403.1% | +218.5% | +184.6% | +248.4% |
| 5Y | +279.3% | +175.0% | +104.3% | +161.5% |
| 10Y | +740.9% | +407.5% | +333.4% | +389.0% |
| All | +1,119.3% | +2,171.3% | -1,052.0% | +278.0% |
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