+1,770.3%
SMCI vs INSM
+884.9%
+885.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +7.1% |
| 7D | +1.3% | +2.5% | -1.2% | +1.1% |
| 30D | +6.6% | -2.2% | +8.8% | +6.7% |
| 3M | +25.4% | +33.8% | -8.4% | +21.4% |
| 6M | +26.1% | -7.2% | +33.3% | +26.0% |
| YTD | +37.0% | -25.6% | +62.6% | +39.3% |
| 1Y | -8.8% | -11.2% | +2.5% | -8.9% |
| 3Y | +44.6% | +388.3% | -343.7% | +20.5% |
| 5Y | +995.9% | +376.6% | +619.3% | +797.1% |
| All | +1,770.3% | +884.9% | +885.5% | +1,350.3% |
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