+388.3%
INSM vs SRE
+28.3%
+360.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | -2.2% | -3.0% | +0.8% | -1.6% |
| 3M | +33.8% | -8.3% | +42.1% | +36.7% |
| 6M | -7.2% | -8.9% | +1.7% | -4.7% |
| YTD | -25.6% | -4.3% | -21.4% | -24.5% |
| 1Y | -11.2% | +2.7% | -14.0% | -11.4% |
| 3Y | +388.3% | +28.7% | +359.7% | +373.5% |
| All | +388.3% | +28.3% | +360.1% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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