+564.9%
SAP vs INSM
-21.1%
+586.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +6.5% | -9.4% | -3.2% |
| 30D | +9.0% | +27.5% | -18.5% | +7.5% |
| 3M | +14.9% | +20.4% | -5.4% | +13.6% |
| 6M | +11.9% | -15.7% | +27.6% | +12.0% |
| YTD | -9.9% | -27.4% | +17.5% | -9.2% |
| 1Y | -19.5% | -11.4% | -8.1% | -19.9% |
| 3Y | +61.8% | +457.8% | -396.0% | +43.0% |
| 5Y | +56.2% | +343.0% | -286.8% | +38.3% |
| 10Y | +180.6% | +848.1% | -667.5% | +129.0% |
| All | +564.9% | -21.1% | +586.0% | +388.5% |
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 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