+471.7%
INSM vs SN
+490.7%
-19.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +6.5% | -9.3% | +15.9% | +7.1% |
| 30D | +27.5% | -4.8% | +32.3% | +27.8% |
| 3M | +20.4% | +40.4% | -20.1% | +17.2% |
| 6M | -15.7% | +50.9% | -66.7% | -18.5% |
| YTD | -27.4% | +54.9% | -82.4% | -30.0% |
| 1Y | -11.4% | +43.0% | -54.4% | -13.8% |
| 3Y | +457.8% | +391.8% | +66.0% | +423.3% |
| All | +471.7% | +490.7% | -19.0% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling