+368.8%
INSM vs SM
+108.0%
+260.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.5% | +2.1% | -1.7% | +0.1% |
| 30D | -4.0% | +18.1% | -22.1% | -6.5% |
| 3M | +38.5% | +17.0% | +21.5% | +34.5% |
| 6M | -11.5% | +55.4% | -66.9% | -19.0% |
| YTD | -26.9% | +108.6% | -135.4% | -37.0% |
| 1Y | -12.8% | +45.7% | -58.4% | -19.9% |
| 3Y | +384.7% | -0.3% | +385.0% | +362.8% |
| 5Y | +368.8% | +113.0% | +255.8% | +271.1% |
| All | +368.8% | +108.0% | +260.8% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling