+630.2%
INSM vs SPMO
+562.6%
+67.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -4.0% | -0.7% | -3.3% | -3.6% |
| 3M | +38.5% | +2.8% | +35.7% | +31.5% |
| 6M | -11.5% | +24.4% | -36.0% | -30.3% |
| YTD | -26.9% | +24.2% | -51.0% | -42.4% |
| 1Y | -12.8% | +24.5% | -37.3% | -32.0% |
| 3Y | +384.7% | +155.6% | +229.1% | +71.5% |
| 5Y | +368.8% | +148.2% | +220.6% | +71.3% |
| 10Y | +865.7% | +514.8% | +350.9% | +99.7% |
| All | +630.2% | +562.6% | +67.6% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling