+171.9%
SAP vs INSM
+884.9%
-713.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -4.1% | +2.5% | -6.5% | -4.2% |
| 30D | +1.1% | -2.2% | +3.3% | +1.2% |
| 3M | +26.1% | +33.8% | -7.7% | +23.6% |
| 6M | +9.8% | -7.2% | +17.0% | +9.4% |
| YTD | -13.6% | -25.6% | +12.1% | -12.8% |
| 1Y | -18.7% | -11.2% | -7.4% | -19.1% |
| 3Y | +54.1% | +388.3% | -334.2% | +33.1% |
| 5Y | +54.7% | +376.6% | -321.9% | +31.4% |
| All | +171.9% | +884.9% | -713.0% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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