-11.4%
INSM vs SM
+36.8%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +27.5% | +25.6% | +2.0% | +29.3% |
| 3M | +20.4% | +8.0% | +12.3% | +21.2% |
| 6M | -15.7% | +50.8% | -66.5% | -14.1% |
| YTD | -27.4% | +97.9% | -125.3% | -26.1% |
| 1Y | -11.4% | +33.8% | -45.2% | -11.9% |
| All | -11.4% | +36.8% | -48.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling