+297.2%
INSM vs SM
+5.5%
+291.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +9.4% | -3.5% | +4.6% |
| 30D | +23.9% | -14.4% | +38.3% | +26.0% |
| 3M | -4.1% | +1.6% | -5.6% | -5.4% |
| 6M | +2.7% | +6.3% | -3.7% | -0.3% |
| YTD | -30.4% | +78.8% | -109.2% | -39.4% |
| 1Y | -36.6% | +83.1% | -119.7% | -45.0% |
| 3Y | +406.9% | -5.9% | +412.9% | +382.2% |
| All | +297.2% | +5.5% | +291.8% | +248.7% |
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