+833.7%
INSM vs SPG
+64.5%
+769.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.5% | -1.2% | +3.6% | +2.9% |
| 30D | -2.2% | -6.1% | +4.0% | +0.2% |
| 3M | +33.8% | -3.6% | +37.4% | +35.1% |
| 6M | -7.2% | +10.4% | -17.6% | -10.8% |
| YTD | -25.6% | +14.4% | -40.0% | -29.6% |
| 1Y | -11.2% | +16.5% | -27.8% | -16.8% |
| 3Y | +388.3% | +106.8% | +281.5% | +260.1% |
| 5Y | +376.6% | +108.9% | +267.8% | +247.7% |
| All | +833.7% | +64.5% | +769.2% | +615.8% |
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