+553.4%
SE vs INSM
+375.8%
+177.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -5.2% | +2.5% | -7.7% | -5.6% |
| 30D | -17.1% | -2.2% | -14.9% | -16.9% |
| 3M | +24.0% | +33.8% | -9.8% | +16.5% |
| 6M | +21.0% | -7.2% | +28.1% | +19.9% |
| YTD | -16.7% | -25.6% | +8.9% | -14.5% |
| 1Y | -45.9% | -11.2% | -34.7% | -46.5% |
| 3Y | +177.8% | +388.3% | -210.5% | +82.9% |
| 5Y | -67.4% | +376.6% | -444.0% | -78.9% |
| All | +553.4% | +375.8% | +177.6% | +288.2% |
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