+56.2%
SAP vs INSM
+365.8%
-309.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | +0.3% | -4.4% | +4.7% | +0.4% |
| 3M | +16.9% | +30.0% | -13.2% | +15.5% |
| 6M | +6.3% | -10.0% | +16.3% | +6.3% |
| YTD | -12.4% | -26.0% | +13.6% | -11.7% |
| 1Y | -21.6% | -12.5% | -9.1% | -21.8% |
| 3Y | +54.8% | +390.5% | -335.7% | +40.5% |
| 5Y | +56.2% | +357.7% | -301.5% | +35.5% |
| All | +56.2% | +365.8% | -309.7% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling