+297.2%
INSM vs SYF
+60.4%
+236.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +5.9% | -2.0% | +7.9% | +6.5% |
| 30D | +23.9% | +1.2% | +22.7% | +23.5% |
| 3M | -4.1% | -9.4% | +5.3% | -1.4% |
| 6M | +2.7% | +4.4% | -1.7% | +0.3% |
| YTD | -30.4% | -11.9% | -18.5% | -28.5% |
| 1Y | -36.6% | -0.4% | -36.1% | -37.6% |
| 3Y | +406.9% | +159.6% | +247.4% | +234.3% |
| All | +297.2% | +60.4% | +236.8% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling