-27.6%
INSM vs SUI
+1,619.4%
-1,647.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.7% |
| 7D | +14.4% | +3.4% | +11.0% | +13.1% |
| 30D | +18.8% | +4.6% | +14.2% | +16.9% |
| 3M | -11.3% | +1.6% | -12.9% | -12.1% |
| 6M | +17.9% | -3.5% | +21.4% | +18.4% |
| YTD | -31.3% | -1.0% | -30.3% | -31.8% |
| 1Y | -37.7% | -1.7% | -36.0% | -38.0% |
| 3Y | +403.1% | +18.4% | +384.8% | +366.3% |
| 5Y | +279.3% | -26.3% | +305.7% | +308.8% |
| 10Y | +740.9% | +123.3% | +617.5% | +552.7% |
| All | -27.6% | +1,619.4% | -1,647.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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