-39.8%
INSM vs SMTC
+70.8%
-110.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -12.9% | +18.2% | +6.4% |
| 7D | +13.4% | -24.5% | +37.9% | +16.0% |
| 30D | +5.9% | -42.5% | +48.4% | +11.6% |
| 3M | +11.4% | -14.1% | +25.5% | +10.3% |
| 6M | -21.4% | +3.6% | -25.0% | -22.1% |
| YTD | -36.8% | +50.6% | -87.4% | -38.6% |
| 1Y | -39.8% | +72.2% | -112.1% | -42.0% |
| All | -39.8% | +70.8% | -110.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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