-11.4%
INSM vs SNY
+2.0%
-13.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +6.5% | -1.3% | +7.8% | +7.2% |
| 30D | +27.5% | +3.4% | +24.1% | +25.7% |
| 3M | +20.4% | -0.3% | +20.7% | +20.3% |
| 6M | -15.7% | +1.0% | -16.8% | -16.2% |
| YTD | -27.4% | -3.6% | -23.8% | -26.4% |
| 1Y | -11.4% | +3.0% | -14.4% | -15.2% |
| All | -11.4% | +2.0% | -13.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling