+818.3%
INSM vs SYF
+255.8%
+562.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | +0.5% | -5.5% | +6.0% | +2.5% |
| 30D | -4.0% | -3.9% | -0.1% | -2.7% |
| 3M | +38.5% | +8.9% | +29.6% | +33.0% |
| 6M | -11.5% | +16.2% | -27.7% | -17.1% |
| YTD | -26.9% | -8.4% | -18.4% | -25.6% |
| 1Y | -12.8% | +2.6% | -15.4% | -15.4% |
| 3Y | +384.7% | +156.4% | +228.3% | +213.3% |
| 5Y | +368.8% | +78.2% | +290.6% | +237.0% |
| All | +818.3% | +255.8% | +562.6% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling