+1,237.1%
SMH vs INSM
-17.9%
+1,255.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | -2.2% | -4.0% | +1.8% | -2.0% |
| 3M | -1.9% | +38.5% | -40.4% | -4.2% |
| 6M | +41.0% | -11.5% | +52.5% | +41.0% |
| YTD | +55.6% | -26.9% | +82.4% | +57.3% |
| 1Y | +86.8% | -12.8% | +99.6% | +86.4% |
| 3Y | +277.7% | +384.7% | -107.0% | +228.7% |
| 5Y | +324.2% | +368.8% | -44.6% | +266.1% |
| 10Y | +1,828.6% | +865.7% | +962.9% | +1,438.0% |
| All | +1,237.1% | -17.9% | +1,255.0% | +834.8% |
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