+363.5%
SE vs INSM
+345.4%
+18.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | -0.5% | +5.9% | -6.4% | -1.4% |
| 30D | -20.9% | +23.9% | -44.8% | -23.8% |
| 3M | -38.9% | -4.1% | -34.8% | -38.8% |
| 6M | -19.4% | +2.7% | -22.1% | -21.2% |
| YTD | -40.9% | -30.4% | -10.5% | -38.9% |
| 1Y | -46.2% | -36.6% | -9.6% | -43.6% |
| 3Y | +63.7% | +406.9% | -343.2% | +5.7% |
| 5Y | -77.9% | +280.3% | -358.2% | -85.1% |
| All | +363.5% | +345.4% | +18.0% | +177.4% |
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 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