-21.9%
INSM vs SRE
+2,070.5%
-2,092.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +1.7% | +1.5% | +0.3% | +1.2% |
| 30D | -4.4% | +0.8% | -5.2% | -5.0% |
| 3M | +30.0% | -5.8% | +35.8% | +32.2% |
| 6M | -10.0% | -7.8% | -2.2% | -7.7% |
| YTD | -26.0% | -2.4% | -23.6% | -25.6% |
| 1Y | -12.5% | +8.9% | -21.4% | -15.3% |
| 3Y | +390.5% | +31.1% | +359.4% | +337.3% |
| 5Y | +357.7% | +48.6% | +309.1% | +287.4% |
| 10Y | +877.2% | +126.1% | +751.1% | +625.4% |
| All | -21.9% | +2,070.5% | -2,092.4% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling