-66.6%
SE vs INSM
+358.0%
-424.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.5% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -5.3% | -4.4% | -0.9% | -4.8% |
| 3M | +28.1% | +30.0% | -2.0% | +21.9% |
| 6M | +20.7% | -10.0% | +30.7% | +20.4% |
| YTD | -14.8% | -26.0% | +11.2% | -12.7% |
| 1Y | -43.6% | -12.5% | -31.1% | -43.9% |
| 3Y | +184.2% | +390.5% | -206.3% | +104.6% |
| All | -66.6% | +358.0% | -424.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling