-24.3%
INSM vs SMTC
+479.8%
-504.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.1% | -3.3% |
| 7D | +2.8% | +22.9% | -20.2% | -2.1% |
| 30D | -4.7% | +16.6% | -21.4% | -8.9% |
| 3M | +32.6% | +2.4% | +30.2% | +28.8% |
| 6M | -10.9% | +98.3% | -109.1% | -26.8% |
| YTD | -28.2% | +120.7% | -148.9% | -43.0% |
| 1Y | -14.9% | +168.3% | -183.1% | -36.2% |
| 3Y | +375.6% | +571.7% | -196.1% | +149.6% |
| 5Y | +349.1% | +114.0% | +235.1% | +202.5% |
| 10Y | +796.6% | +497.0% | +299.6% | +377.5% |
| All | -24.3% | +479.8% | -504.1% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling