-26.6%
INSM vs SPG
+3,300.7%
-3,327.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.9% | +2.0% | +3.9% | +5.3% |
| 30D | +23.9% | +17.2% | +6.7% | +18.5% |
| 3M | -4.1% | +6.3% | -10.4% | -5.7% |
| 6M | +2.7% | +18.7% | -16.0% | -2.5% |
| YTD | -30.4% | +30.1% | -60.5% | -35.5% |
| 1Y | -36.6% | +32.8% | -69.3% | -41.6% |
| 3Y | +406.9% | +133.6% | +273.4% | +293.8% |
| 5Y | +280.3% | +84.4% | +195.9% | +213.9% |
| 10Y | +738.5% | +114.3% | +624.2% | +506.9% |
| All | -26.6% | +3,300.7% | -3,327.3% | -75.7% |
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