-23.5%
INSM vs SM
+386.2%
-409.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +27.5% | +26.3% | +1.2% | +22.5% |
| 3M | +20.4% | +8.7% | +11.7% | +17.8% |
| 6M | -15.7% | +51.7% | -67.4% | -22.7% |
| YTD | -27.4% | +99.0% | -126.5% | -36.7% |
| 1Y | -11.4% | +34.6% | -46.0% | -17.9% |
| 3Y | +457.8% | -7.8% | +465.6% | +433.6% |
| 5Y | +343.0% | +104.8% | +238.2% | +255.7% |
| 10Y | +848.1% | +7.2% | +840.9% | +504.2% |
| All | -23.5% | +386.2% | -409.7% | -80.9% |
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 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