+485.8%
INSM vs SN
+447.8%
+38.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +2.5% | -7.3% | +9.7% | +2.9% |
| 30D | -2.2% | -13.6% | +11.4% | -1.4% |
| 3M | +33.8% | +18.6% | +15.2% | +31.8% |
| 6M | -7.2% | +46.0% | -53.1% | -10.0% |
| YTD | -25.6% | +43.7% | -69.3% | -27.9% |
| 1Y | -11.2% | +39.2% | -50.4% | -13.5% |
| 3Y | +388.3% | +306.5% | +81.9% | +358.0% |
| All | +485.8% | +447.8% | +38.0% | +449.4% |
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