+375.6%
INSM vs SN
+430.5%
-54.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.7% | -5.6% | +0.9% | -4.4% |
| 3M | +32.6% | +48.1% | -15.4% | +27.4% |
| 6M | -10.9% | +57.6% | -68.5% | -14.9% |
| YTD | -28.2% | +56.5% | -84.7% | -31.5% |
| 1Y | -14.9% | +52.6% | -67.4% | -18.3% |
| 3Y | +375.6% | +412.0% | -36.4% | +290.4% |
| All | +375.6% | +430.5% | -54.9% | +290.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling