-11.4%
INSM vs SPMO
+29.9%
-41.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | +6.5% | +2.0% | +4.5% | +5.9% |
| 30D | +27.5% | -0.4% | +27.9% | +27.5% |
| 3M | +20.4% | -1.9% | +22.3% | +19.9% |
| 6M | -15.7% | +25.0% | -40.8% | -22.0% |
| YTD | -27.4% | +26.0% | -53.5% | -32.7% |
| 1Y | -11.4% | +28.7% | -40.1% | -21.8% |
| All | -11.4% | +29.9% | -41.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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