+181.6%
SE vs INSM
+384.7%
-203.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | -18.1% | -4.0% | -14.1% | -18.0% |
| 3M | +30.6% | +38.5% | -7.9% | +29.3% |
| 6M | +20.8% | -11.5% | +32.3% | +20.6% |
| YTD | -15.6% | -26.9% | +11.3% | -15.5% |
| 1Y | -44.2% | -12.8% | -31.4% | -44.2% |
| All | +181.6% | +384.7% | -203.1% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling