+367.9%
INSM vs SYY
+23.4%
+344.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +2.5% | +3.9% | -1.5% | +1.3% |
| 30D | -2.2% | -1.7% | -0.4% | -1.6% |
| 3M | +33.8% | +5.2% | +28.6% | +31.5% |
| 6M | -7.2% | -0.2% | -7.0% | -7.9% |
| YTD | -25.6% | +15.4% | -41.0% | -30.6% |
| 1Y | -11.2% | +5.6% | -16.8% | -14.2% |
| 3Y | +388.3% | +28.9% | +359.5% | +316.9% |
| All | +367.9% | +23.4% | +344.5% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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