+880.4%
INSM vs SNY
+241.9%
+638.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.5% | -3.3% | +5.8% | +3.8% |
| 30D | -2.2% | -2.2% | 0.0% | -1.3% |
| 3M | +33.8% | -3.0% | +36.8% | +35.0% |
| 6M | -7.2% | +2.7% | -9.9% | -8.3% |
| YTD | -25.6% | -6.8% | -18.8% | -23.7% |
| 1Y | -11.2% | -5.3% | -6.0% | -9.8% |
| 3Y | +388.3% | -9.8% | +398.1% | +390.9% |
| 5Y | +376.6% | +9.7% | +367.0% | +336.4% |
| 10Y | +881.9% | +64.5% | +817.4% | +673.4% |
| All | +880.4% | +241.9% | +638.4% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling