-11.2%
INSM vs SPG
+19.1%
-30.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +2.5% | -1.2% | +3.6% | +2.7% |
| 30D | -2.2% | -6.1% | +4.0% | -0.5% |
| 3M | +33.8% | -3.6% | +37.4% | +32.9% |
| 6M | -7.2% | +10.4% | -17.6% | -13.2% |
| YTD | -25.6% | +14.4% | -40.0% | -29.7% |
| 1Y | -11.2% | +16.5% | -27.8% | -14.8% |
| All | -11.2% | +19.1% | -30.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling