-85.6%
SMR vs INSM
-40.6%
-45.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.3% | -9.8% | -5.5% |
| 7D | -9.5% | +13.4% | -22.9% | -12.0% |
| 30D | -33.2% | +5.9% | -39.1% | -34.1% |
| 3M | -45.9% | +11.4% | -57.3% | -48.1% |
| 6M | -57.9% | -21.4% | -36.4% | -55.5% |
| YTD | -63.8% | -36.8% | -27.0% | -60.6% |
| 1Y | -85.6% | -39.8% | -45.8% | -86.1% |
| All | -85.6% | -40.6% | -45.0% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling