+833.7%
INSM vs SIRI
-10.2%
+843.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -2.2% | +2.5% | -4.7% | -2.9% |
| 3M | +33.8% | +6.6% | +27.2% | +30.5% |
| 6M | -7.2% | +32.9% | -40.0% | -15.4% |
| YTD | -25.6% | +50.5% | -76.1% | -35.1% |
| 1Y | -11.2% | +28.0% | -39.2% | -18.7% |
| 3Y | +388.3% | -22.4% | +410.7% | +386.2% |
| 5Y | +376.6% | -41.3% | +417.9% | +389.8% |
| All | +833.7% | -10.2% | +843.9% | +708.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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