+623.5%
SAP vs INSM
-26.2%
+649.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -3.9% | +8.6% | -12.4% | -4.3% |
| 30D | +6.5% | +22.0% | -15.5% | +5.5% |
| 3M | +14.7% | -10.7% | +25.4% | +15.1% |
| 6M | +39.9% | +1.8% | +38.1% | +39.1% |
| YTD | -2.0% | -32.2% | +30.2% | -1.1% |
| 1Y | -6.0% | -39.3% | +33.3% | -4.7% |
| 3Y | +67.7% | +397.1% | -329.5% | +49.0% |
| 5Y | +78.8% | +270.6% | -191.8% | +59.6% |
| 10Y | +229.3% | +717.1% | -487.8% | +170.5% |
| All | +623.5% | -26.2% | +649.7% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling