-24.3%
INSM vs SPG
+2,960.0%
-2,984.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.7% | -4.9% | +0.2% | -3.4% |
| 3M | +32.6% | +3.3% | +29.3% | +31.1% |
| 6M | -10.9% | +11.2% | -22.1% | -13.6% |
| YTD | -28.2% | +17.1% | -45.3% | -31.5% |
| 1Y | -14.9% | +21.6% | -36.4% | -19.7% |
| 3Y | +375.6% | +111.9% | +263.7% | +279.5% |
| 5Y | +349.1% | +106.9% | +242.2% | +259.9% |
| 10Y | +796.6% | +62.2% | +734.3% | +593.9% |
| All | -24.3% | +2,960.0% | -2,984.3% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling