-26.6%
INSM vs SM
+336.7%
-363.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +9.4% | -3.5% | +4.3% |
| 30D | +23.9% | -14.4% | +38.3% | +26.3% |
| 3M | -4.1% | +1.6% | -5.6% | -5.3% |
| 6M | +2.7% | +6.3% | -3.7% | -0.3% |
| YTD | -30.4% | +78.8% | -109.2% | -38.8% |
| 1Y | -36.6% | +83.1% | -119.7% | -44.4% |
| 3Y | +406.9% | -5.9% | +412.9% | +379.8% |
| 5Y | +280.3% | +4.8% | +275.5% | +239.6% |
| 10Y | +738.5% | +17.5% | +720.9% | +423.4% |
| All | -26.6% | +336.7% | -363.3% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling