+388.3%
INSM vs SPXS
-79.6%
+467.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.1% |
| 7D | +2.5% | +2.5% | 0.0% | +3.1% |
| 30D | -2.2% | +4.2% | -6.4% | -1.1% |
| 3M | +33.8% | -9.3% | +43.1% | +30.8% |
| 6M | -7.2% | -30.7% | +23.5% | -14.2% |
| YTD | -25.6% | -28.1% | +2.4% | -30.5% |
| 1Y | -11.2% | -35.1% | +23.8% | -19.0% |
| 3Y | +388.3% | -79.6% | +467.9% | +258.9% |
| All | +388.3% | -79.6% | +467.9% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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