-21.9%
INSM vs SPY
+744.6%
-766.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.6% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | -4.4% | -1.4% | -3.0% | -3.2% |
| 3M | +30.0% | +3.7% | +26.3% | +25.4% |
| 6M | -10.0% | +13.0% | -23.0% | -19.6% |
| YTD | -26.0% | +12.4% | -38.4% | -33.7% |
| 1Y | -12.5% | +18.5% | -31.0% | -25.6% |
| 3Y | +390.5% | +77.6% | +312.9% | +185.3% |
| 5Y | +357.7% | +81.7% | +276.0% | +164.4% |
| 10Y | +877.2% | +319.7% | +557.6% | +204.4% |
| All | -21.9% | +744.6% | -766.6% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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