+388.3%
INSM vs SMTC
+579.3%
-190.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.0% |
| 7D | +2.5% | +13.1% | -10.6% | +0.8% |
| 30D | -2.2% | +19.5% | -21.6% | -4.8% |
| 3M | +33.8% | +2.2% | +31.6% | +31.3% |
| 6M | -7.2% | +94.9% | -102.0% | -16.2% |
| YTD | -25.6% | +127.0% | -152.6% | -34.3% |
| 1Y | -11.2% | +174.6% | -185.8% | -24.1% |
| 3Y | +388.3% | +615.9% | -227.6% | +227.3% |
| All | +388.3% | +579.3% | -190.9% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling