+434.5%
INSM vs SN
+650.0%
-215.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | +8.6% | +1.4% | +7.2% | +8.5% |
| 30D | +22.0% | +16.6% | +5.4% | +20.7% |
| 3M | -10.7% | +18.3% | -29.0% | -11.8% |
| 6M | +1.8% | +103.1% | -101.3% | -3.3% |
| YTD | -32.2% | +96.7% | -128.9% | -35.5% |
| 1Y | -39.3% | +134.3% | -173.6% | -42.8% |
| 3Y | +397.1% | +425.2% | -28.1% | +355.5% |
| All | +434.5% | +650.0% | -215.5% | +391.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling