+367.9%
INSM vs SIRI
-41.5%
+409.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -2.2% | +2.5% | -4.7% | -2.6% |
| 3M | +33.8% | +6.6% | +27.2% | +31.9% |
| 6M | -7.2% | +32.9% | -40.0% | -12.0% |
| YTD | -25.6% | +50.5% | -76.1% | -31.2% |
| 1Y | -11.2% | +28.0% | -39.2% | -15.6% |
| 3Y | +388.3% | -22.4% | +410.7% | +388.0% |
| All | +367.9% | -41.5% | +409.3% | +407.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling