-78.2%
SE vs INSM
+258.4%
-336.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -1.5% | +8.6% | -10.0% | -2.6% |
| 30D | -22.3% | +22.0% | -44.3% | -24.6% |
| 3M | -41.8% | -10.7% | -31.1% | -41.1% |
| 6M | -22.4% | +1.8% | -24.2% | -23.7% |
| YTD | -41.6% | -32.2% | -9.4% | -39.6% |
| 1Y | -48.0% | -39.3% | -8.8% | -45.5% |
| 3Y | +63.9% | +397.1% | -333.3% | +13.9% |
| 5Y | -78.2% | +270.6% | -348.8% | -85.5% |
| All | -78.2% | +258.4% | -336.6% | -85.5% |
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