-11.4%
INSM vs SN
+46.4%
-57.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +6.5% | -9.3% | +15.9% | +6.7% |
| 30D | +27.5% | -4.8% | +32.3% | +27.6% |
| 3M | +20.4% | +40.4% | -20.1% | +17.5% |
| 6M | -15.7% | +50.9% | -66.7% | -19.5% |
| YTD | -27.4% | +54.9% | -82.4% | -29.5% |
| 1Y | -11.4% | +43.0% | -54.4% | -10.7% |
| All | -11.4% | +46.4% | -57.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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