-11.4%
INSM vs SMTC
+154.8%
-166.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.4% |
| 7D | +6.5% | +12.7% | -6.2% | +5.0% |
| 30D | +27.5% | +22.0% | +5.6% | +24.3% |
| 3M | +20.4% | -12.7% | +33.0% | +18.9% |
| 6M | -15.7% | +64.8% | -80.5% | -19.3% |
| YTD | -27.4% | +100.7% | -128.1% | -30.4% |
| 1Y | -11.4% | +146.9% | -158.3% | -16.0% |
| All | -11.4% | +154.8% | -166.1% | -16.0% |
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