+388.3%
INSM vs SPMO
+155.8%
+232.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | -2.2% | -1.9% | -0.3% | -1.3% |
| 3M | +33.8% | -1.4% | +35.2% | +33.1% |
| 6M | -7.2% | +25.5% | -32.7% | -19.3% |
| YTD | -25.6% | +24.8% | -50.5% | -35.2% |
| 1Y | -11.2% | +24.5% | -35.7% | -22.9% |
| 3Y | +388.3% | +157.1% | +231.2% | +187.3% |
| All | +388.3% | +155.8% | +232.5% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling