+374.4%
INSM vs SPG
+103.2%
+271.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +4.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.4% |
| 30D | -4.4% | -6.3% | +1.9% | -1.5% |
| 3M | +30.0% | -2.4% | +32.5% | +30.6% |
| 6M | -10.0% | +9.6% | -19.6% | -14.4% |
| YTD | -26.0% | +14.2% | -40.2% | -31.1% |
| 1Y | -12.5% | +19.3% | -31.8% | -20.6% |
| 3Y | +390.5% | +106.7% | +283.8% | +216.6% |
| All | +374.4% | +103.2% | +271.2% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling