+589.4%
SE vs INSM
+364.3%
+225.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | +6.5% | -12.6% | -7.1% |
| 30D | -2.5% | +27.5% | -30.0% | -7.5% |
| 3M | +21.7% | +20.4% | +1.3% | +16.4% |
| 6M | +27.0% | -15.7% | +42.7% | +27.9% |
| YTD | -12.1% | -27.4% | +15.3% | -9.4% |
| 1Y | -40.9% | -11.4% | -29.5% | -41.5% |
| 3Y | +191.0% | +457.8% | -266.8% | +82.6% |
| 5Y | -68.3% | +343.0% | -411.2% | -79.2% |
| All | +589.4% | +364.3% | +225.1% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling