+483.1%
INSM vs SN
+476.8%
+6.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +3.3% |
| 7D | +1.7% | -3.4% | +5.1% | +1.9% |
| 30D | -4.4% | -9.1% | +4.6% | -3.9% |
| 3M | +30.0% | +31.8% | -1.7% | +27.1% |
| 6M | -10.0% | +52.0% | -62.0% | -13.0% |
| YTD | -26.0% | +51.3% | -77.3% | -28.5% |
| 1Y | -12.5% | +46.9% | -59.4% | -15.0% |
| 3Y | +390.5% | +394.9% | -4.4% | +361.1% |
| All | +483.1% | +476.8% | +6.3% | +445.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling