+701.9%
INSM vs SPG
+113.9%
+587.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.9% | +2.0% | +3.9% | +5.1% |
| 30D | +23.9% | +17.2% | +6.7% | +16.7% |
| 3M | -4.1% | +6.3% | -10.4% | -6.3% |
| 6M | +2.7% | +18.7% | -16.0% | -4.3% |
| YTD | -30.4% | +30.1% | -60.5% | -37.3% |
| 1Y | -36.6% | +32.8% | -69.3% | -43.3% |
| 3Y | +406.9% | +133.6% | +273.4% | +257.3% |
| 5Y | +280.3% | +84.4% | +195.9% | +189.3% |
| All | +701.9% | +113.9% | +587.9% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling