-5.1%
SAP vs INSM
-37.5%
+32.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | +0.5% |
| 7D | +0.6% | +5.9% | -5.3% | +0.9% |
| 30D | +6.5% | +23.9% | -17.4% | +7.7% |
| 3M | +12.2% | -4.1% | +16.3% | +12.1% |
| 6M | +46.1% | +2.7% | +43.4% | +45.9% |
| YTD | -1.6% | -30.4% | +28.8% | -3.6% |
| 1Y | -5.1% | -36.6% | +31.4% | -7.7% |
| All | -5.1% | -37.5% | +32.4% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling