+330.5%
INSM vs SOXQ
+286.7%
+43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.0% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | -2.2% | -4.6% | +2.4% | -0.7% |
| 3M | +33.8% | -10.2% | +44.0% | +36.8% |
| 6M | -7.2% | +49.7% | -56.8% | -23.1% |
| YTD | -25.6% | +67.2% | -92.9% | -41.5% |
| 1Y | -11.2% | +98.0% | -109.2% | -35.9% |
| 3Y | +388.3% | +237.2% | +151.2% | +160.4% |
| 5Y | +376.6% | +261.3% | +115.4% | +141.3% |
| All | +330.5% | +286.7% | +43.8% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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